Computational Optimization and Applications
On equivalent reformulations for absolute value equations
Computational Optimization and Applications
| Hi-index | 0.09 |
Our goal in this work is to give an optimum correction of the infeasible absolute value equations (AVE). In order to make the mentioned system feasible, we apply the minimal correction using the l"2 norm by changing just the right hand vector. We will show that this problem can be formulated as an unconstrained optimization problem with a quadratic objective function. We propose an extension of Newton's method for solving unconstrained objective optimization. Some examples are provided to illustrate the efficiency and validity of our proposed method.