Simulated annealing algorithm for absolute value equations. (2017)

• Record Type: Journal Article
• Authors: Moosaei, Hossein; Jafari, Hamed; Ketabchi, Saeed
• Is Part Of: International journal of operational research. Volume 30:Number 1(2017)
• Page Start: 142
• Page End: 150
• Publication Date: 2017
• Subjects: linear complementarity problem -- simulated annealing algorithm -- singular values -- absolute value equations -- AVEs; Operations research -- Periodicals; 003.05
• Languages: English
• ISSNs: 1745-7645

Abstract

The main goal of this paper is to compute the solution to the NP-hard absolute value equations (AVEs) Ax - |x| = b when the singular values of A exceed 1. First we show the AVE is equivalent to a bilinear programming problem and then we present a system tantamount to this problem. We use the simulated annealing (SA) algorithm to solve this system. Finally, several examples are given to illustrate the implementation and efficiency of the proposed method.