Method of Alternating Projection for the Absolute Value Equation

DOI10.1007/S11784-022-01026-8MaRDI QIDQ6369589arXivFDO

Authors Jan Harold Alcantara, Jein-Shan Chen, Matthew K. Tam

Publication date 6 June 2021

Published in arXiv

Full work available at URL https://doi.org/10.1007/S11784-022-01026-8

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

arXiv classification

cs.NAmath.NAmath.OC

Abstract: A novel approach for solving the general absolute value equation $Ax+B|x|=c$ where $A,Binmathbb{R}^{mimesn}$ and $cinmathbb{R}^m$ is presented. We reformulate the equation as a feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternating projections map is characterized under nondegeneracy conditions on $A$ and $B$. Furthermore, we prove linear convergence of the algorithm. Unlike most of the existing approaches in the literature, the algorithm presented here is capable of handling problems with $meqn$, both theoretically and numerically.

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