Method of alternating projections for the general absolute value equation

A novel approach for solving the general absolute value equation A x + B | x | = c where A , B ∈ I R m × n and c ∈ I R m is presented. We reformulate the equation as a nonconvex feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternatin...

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Published in:Journal of fixed point theory and applications Vol. 25; no. 1
Main Authors: Alcantara, Jan Harold, Chen, Jein-Shan, Tam, Matthew K.
Format: Journal Article
Language:English
Published: Cham Springer International Publishing 01.02.2023
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ISSN:1661-7738, 1661-7746
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Abstract A novel approach for solving the general absolute value equation A x + B | x | = c where A , B ∈ I R m × n and c ∈ I R m is presented. We reformulate the equation as a nonconvex feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternating projections map is characterized under nondegeneracy conditions on A and B . Furthermore, we prove local linear convergence of the algorithm. Unlike most of the existing approaches in the literature, the algorithm presented here is capable of handling problems with m ≠ n , both theoretically and numerically.
AbstractList A novel approach for solving the general absolute value equation A x + B | x | = c where A , B ∈ I R m × n and c ∈ I R m is presented. We reformulate the equation as a nonconvex feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternating projections map is characterized under nondegeneracy conditions on A and B . Furthermore, we prove local linear convergence of the algorithm. Unlike most of the existing approaches in the literature, the algorithm presented here is capable of handling problems with m ≠ n , both theoretically and numerically.
ArticleNumber 39
Author Chen, Jein-Shan
Alcantara, Jan Harold
Tam, Matthew K.
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  givenname: Matthew K.
  surname: Tam
  fullname: Tam, Matthew K.
  organization: School of Mathematics and Statistics, The University of Melbourne
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Issue 1
Keywords 65K10
Absolute value equation
Primary 90-08
fixed point sets
alternating projections
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Snippet A novel approach for solving the general absolute value equation A x + B | x | = c where A , B ∈ I R m × n and c ∈ I R m is presented. We reformulate the...
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SubjectTerms Analysis
Mathematical Methods in Physics
Mathematics
Mathematics and Statistics
Title Method of alternating projections for the general absolute value equation
URI https://link.springer.com/article/10.1007/s11784-022-01026-8
Volume 25
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