Authors: Hossein Moosaei; Hamed Jafari; Saeed Ketabchi
Addresses: Department of Mathematics, Faculty of Science, University of Bojnord, Bojnord, Iran ' Department of Industrial Engineering, Sharif University of Technology, Tehran, Iran ' Department of Applied Mathematics, Faculty of Mathematical Sciences, The University of Guilan, P.O. Box 1914, Rasht, Iran
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.
Keywords: linear complementarity problem; simulated annealing algorithm; singular values; absolute value equations; AVEs.
International Journal of Operational Research, 2017 Vol.30 No.1, pp.142 - 150
Available online: 21 Jul 2017 *Full-text access for editors Access for subscribers Purchase this article Comment on this article