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A generalized Newton method for absolute value equations

✍ Scribed by O. L. Mangasarian

Book ID: 107402522
Publisher: Springer-Verlag
Year: 2008
Tongue: English
Weight: 129 KB
Volume: 3
Category: Article
ISSN: 1862-4472
DOI: 10.1007/s11590-008-0094-5

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A direct generalized Newton method is proposed for solving the NP-hard absolute value equation (AVE) Ax -|x| = b when the singular values of A exceed 1. A simple MATLAB implementation of the method solved 100 randomly generated 1,000-dimensional AVEs to an accuracy of 10 -6 in less than 10 s each. S

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