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Related papers: Direct solution of piecewise linear systems

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Let $A$ be a real $n\times n$ matrix and $z,b\in \mathbb R^n$. The piecewise linear equation system $z-A\vert z\vert = b$ is called an absolute value equation. It is equivalent to the general linear complementarity problem, and thus NP hard…

Numerical Analysis · Mathematics 2021-03-04 Lutz Lehmann , Manuel Radons , Siegfried M. Rump , Christian Strohm

Let $A$ be a $n\times n$ real matrix. The piecewise linear equation system $z-A\vert z\vert =b$ is called an absolute value equation (AVE). It is well-known to be equivalent to the linear complementarity problem. Unique solvability of the…

Optimization and Control · Mathematics 2024-02-27 Manuel Radons , Josué Tonelli-Cueto

Let $A$ be a real $n\times n$ matrix and $z,b\in \mathbb R^n$. The piecewise linear equation system $z-A\vert z\vert = b$ is called an \textit{absolute value equation}. We consider two solvers for this problem, one direct, one…

Numerical Analysis · Mathematics 2020-12-07 Manuel Radons , Siegfried M. Rump

The absolute value equations (AVE) problem is an algebraic problem of solving Ax+|x|=b. So far, most of the research focused on methods for solving AVEs, but we address the problem itself by analysing properties of AVE and the corresponding…

Numerical Analysis · Mathematics 2025-10-07 Milan Hladík

In this paper, we consider the {\it tensor absolute value equations} (TAVEs), which is a newly introduced problem in the context of multilinear systems. Although the system of TAVEs is an interesting generalization of matrix {\it absolute…

Optimization and Control · Mathematics 2018-10-16 Chen Ling , Weijie Yan , Hongjin He , Liqun Qi

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

Recently, two families of HSS-based iteration methods are constructed for solving the system of absolute value equations (AVEs), which is a class of non-differentiable NP-hard problems. In this study, we establish the Picard-CSCS iteration…

Numerical Analysis · Mathematics 2020-01-14 Xian-Ming Gu , Ting-Zhu Huang , Hou-Biao Li , Sheng-Feng Wang , Liang Li

This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems and is a generalization…

Numerical Analysis · Mathematics 2017-05-19 Shouqiang Du , Liping Zhang , Chiyu Chen , Liqun Qi

Salkuyeh proposed the Picard-HSS iteration method to solve the absolute value equation (AVE), which is a class of non-differentiable NP-hard problem. To further improve its performance, a nonlinear HSS-like iteration method is proposed.…

Numerical Analysis · Mathematics 2018-01-03 Mu-Zheng Zhu , Ya-E Qi

We deal with linear programming problems involving absolute values in their formulations, so that they are no more expressible as standard linear programs. The presence of absolute values causes the problems to be nonconvex and nonsmooth,…

Optimization and Control · Mathematics 2023-07-10 Milan Hladík , David Hartman

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

In this paper, we reconsider two new iterative methods for solving absolute value equations (AVE), which is proposed by Ali and Pan (Jpn. J. Ind. Appl. Math. 40: 303--314, 2023). Convergence results of the two iterative schemes and new…

Numerical Analysis · Mathematics 2024-12-17 Jiayu Liu , Tingting Luo , Cairong Chen

With the ultimate goal of iteratively solving piecewise smooth (PS) systems, we consider the solution of piecewise linear (PL) equations. PL models can be derived in the fashion of automatic or algorithmic differentiation as local…

Numerical Analysis · Mathematics 2017-01-04 Andreas Griewank , Jens Uwe Bernt , Manuel Radons , Tom Streubel

In this work, we show that several problems naturally represented as Nonlinear Absolute Value Equations (NAVE) can be reformulated as Nonlinear Complementarity Problems (NCP) and efficiently solved using smoothing regularization techniques…

Optimization and Control · Mathematics 2026-04-10 Aris Daniilidis , Mounir Haddou , Tri Minh Le , Olivier Ley , Phi Hoang Tran

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2023-03-01 Spyridon Pougkakiotis , Jacek Gondzio , Dionysios S. Kalogerias

A generalization of the Newton-based matrix splitting iteration method (GNMS) for solving the generalized absolute value equations (GAVEs) is proposed. Under mild conditions, the GNMS method converges to the unique solution of the GAVEs.…

Numerical Analysis · Mathematics 2024-12-17 Xuehua Li , Cairong Chen

In this paper, an inverse-free dynamical system with fixed-time convergence is presented to solve the system of absolute value equations (AVEs). Under a mild condition, it is proved that the solution of the proposed dynamical system…

Dynamical Systems · Mathematics 2023-05-25 Xuehua Li , Dongmei Yu , Yinong Yang , Deren Han , Cairong Chen

Gaussian elimination (GE) is the archetypal direct algorithm for solving linear systems of equations and this has been its primary application for thousands of years. In the last decade, GE has found another major use as an iterative…

Numerical Analysis · Mathematics 2016-02-23 Alex Townsend

The last two decades witnessed the increasing of the interests on the absolute value equations (AVE) of finding $x\in\mathbb{R}^n$ such that $Ax-|x|-b=0$, where $A\in \mathbb{R}^{n\times n}$ and $b\in \mathbb{R}^n$. In this paper, we pay…

Optimization and Control · Mathematics 2022-02-15 Cairong Chen , Dongmei Yu , Deren Han
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