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Bounds for the solutions of absolute value equations

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  • Milan Hladík

    (Charles University)

Abstract

In the recent years, there has been an intensive research of absolute value equations $$Ax-b=B|x|$$ A x - b = B | x | . Various methods were developed, but less attention has been paid to approximating or bounding the solutions. We start filling this gap by proposing several outer approximations of the solution set. We present conditions for unsolvability and for existence of exponentially many solutions, too, and compare them with the known conditions. Eventually, we carried out numerical experiments to compare the methods with respect to computational time and quality of estimation. This helps in identifying the cases, in which the bounds are tight enough to determine the signs of the solution, and therefore also the solution itself.

Suggested Citation

  • Milan Hladík, 2018. "Bounds for the solutions of absolute value equations," Computational Optimization and Applications, Springer, vol. 69(1), pages 243-266, January.
    • Handle: RePEc:spr:coopap:v:69:y:2018:i:1:d:10.1007_s10589-017-9939-0
    DOI: 10.1007/s10589-017-9939-0
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    References listed on IDEAS

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    1. Oleg Prokopyev, 2009. "On equivalent reformulations for absolute value equations," Computational Optimization and Applications, Springer, vol. 44(3), pages 363-372, December.
    2. J. Y. Bello Cruz & O. P. Ferreira & L. F. Prudente, 2016. "On the global convergence of the inexact semi-smooth Newton method for absolute value equation," Computational Optimization and Applications, Springer, vol. 65(1), pages 93-108, September.
    3. Olvi L. Mangasarian, 2014. "Absolute Value Equation Solution Via Linear Programming," Journal of Optimization Theory and Applications, Springer, vol. 161(3), pages 870-876, June.
    4. Moosaei, H. & Ketabchi, S. & Noor, M.A. & Iqbal, J. & Hooshyarbakhsh, V., 2015. "Some techniques for solving absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 696-705.
    5. Louis Caccetta & Biao Qu & Guanglu Zhou, 2011. "A globally and quadratically convergent method for absolute value equations," Computational Optimization and Applications, Springer, vol. 48(1), pages 45-58, January.
    6. Shi-Liang Wu & Peng Guo, 2016. "On the Unique Solvability of the Absolute Value Equation," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 705-712, May.
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