Potential Reduction Interior Point Algorithm for Absolute Value Equations

摘要：

Potential reduction interior point algorithm is proposed for solving the NP-hard absolute value equations (AVE)Au-|u|=b.Under the condition that all the singular values of A are not less than one,the existence and uniqueness theorem of the solution to the AVE is presented by formulating absolute value equation as monotone linear complementary problem. Then we proposed potential reduction interior point algorithm to AVE based on the Newton direction and centering direction.We establish finite convergence of the method.Preliminary numerical results indicate that the potential reduction interior point method is promising.

作者: YONG Longquan

作者单位: Department of Mathematics,Shaanxi University of Technology,Hanzhong 723001,P.R.China

会议类型: 国际会议

会议名称: The 30th Chinese Control Conference(第三十届中国控制会议)

会议地点: 烟台

会议语种:英文

页码: 1-4

在线出版日期: 2011-07-01（万方平台首次上网日期，不代表论文的发表时间）