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Numerical comparisons based on four smoothing functions for absolute value equation

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Abstract

The system of absolute value equation, denoted by AVE, is a non-differentiable NP-hard problem. Many approaches have been proposed during the past decade and most of them focus on reformulating it as complementarity problem and then solve it accordingly. Another approach is to recast the AVE as a system of nonsmooth equations and then tackle with the nonsmooth equations. In this paper, we follow this path. In particular, we rewrite it as a system of smooth equations and propose four new smoothing functions along with a smoothing-type algorithm to solve the system of equations. The main contribution of this paper focuses on numerical comparisons which suggest a better choice of smoothing function along with the smoothing-type algorithm.

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Acknowledgments

The author B. Saheya’s work is supported by Natural Science Foundation of Inner Mongolia (Award No. 2014MS0119). The author J.-S. Chen’s work is supported by Ministry of Science and Technology, Taiwan.

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Authors and Affiliations

  1. College of Mathematical Science, Inner Mongolia Normal University, Hohhot, 010022, Inner Mongolia, People’s Republic of China

    B. Saheya

  2. Department of Mathematics, National Taiwan Normal University, Taipei, 11677, Taiwan

    Cheng-He Yu & Jein-Shan Chen

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  1. B. Saheya
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  2. Cheng-He Yu
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  3. Jein-Shan Chen
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Correspondence to Jein-Shan Chen.

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Saheya, B., Yu, CH. & Chen, JS. Numerical comparisons based on four smoothing functions for absolute value equation. J. Appl. Math. Comput. 56, 131–149 (2018). https://doi.org/10.1007/s12190-016-1065-0

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  • DOI: https://doi.org/10.1007/s12190-016-1065-0

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