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Simulated annealing algorithm for absolute value equations

Author

Listed:
  • Hossein Moosaei
  • Hamed Jafari
  • Saeed Ketabchi

Abstract

The main goal of this paper is to compute the solution to the NP-hard absolute value equations (AVEs) Ax - |x| = b when the singular values of A exceed 1. First we show the AVE is equivalent to a bilinear programming problem and then we present a system tantamount to this problem. We use the simulated annealing (SA) algorithm to solve this system. Finally, several examples are given to illustrate the implementation and efficiency of the proposed method.

Suggested Citation

  • Hossein Moosaei & Hamed Jafari & Saeed Ketabchi, 2017. "Simulated annealing algorithm for absolute value equations," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 30(1), pages 142-150.
    • Handle: RePEc:ids:ijores:v:30:y:2017:i:1:p:142-150
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    Cited by:

    1. Shagaida, Natalia (Шагайда, Наталья) & Uzun, V. (Узун, В.) & Gataulinа, Ekaterina (Гатаулина, Екатерина) & Saraikin, Valeri (Сарайкин, Валерий) & Yanbykh, Renata (Янбых, Рената) & Karlova, Natalia (Ка, 2015. "Risk Assessment of the Implementation of the Eea Agreement on Agriculture for Russia [Оценка Рисков Реализации Соглашения Еэп По Сельскому Хозяйству Для России]," Published Papers mn52, Russian Presidential Academy of National Economy and Public Administration.

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