An algorithm for computing all solutions of an absolute value equation

被引:0
|
作者
Jiri Rohn
机构
[1] Czech Academy of Sciences,Institute of Computer Science
[2] Anglo-American University,School of Business Administration
来源
Optimization Letters | 2012年 / 6卷
关键词
Absolute value equation; Algorithm; All solutions; Linear complementarity problem;
D O I
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学科分类号
摘要
Presented is an algorithm which in a finite (but exponential) number of steps computes all solutions of an absolute value equation Ax + B|x| = b (A, B square), or fails. Failure has never been observed for randomly generated data. The algorithm can also be used for computation of all solutions of a linear complementarity problem.
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页码:851 / 856
页数:5
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