Sign controlled solvers for the absolute value equation with an application to support vector machines

arXiv1707.09174MaRDI QIDQ6289526FDOQ6289526

Authors: Lutz Lehmann, Manuel Radons, Siegfried M. Rump, Christian Strohm 

Publication date: 28 July 2017

Abstract: Let $A$ be a real $nimesn$ matrix and $z,binmathbb{R}^n$. The piecewise linear equation system $z-Avertzvert=b$ is called an absolute value equation. It is equivalent to the general linear complementarity problem, and thus NP hard in general. Concerning the latter problem, three solvers are presented: One direct, one semi-iterative and one discrete variant of damped Newton. Their previously proved ranges of correctness and convergence, respectively, are extended. Their performance is compared on instances of the XOR separation problem for support vector machines which can be reformulated as an absolute value equation.

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear inequalities of matrices (15A39)

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