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比利时vs摩洛哥足彩 ,
university of california san diego

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mathematics 278 - computational and applied mathematics

olvi mangasarian

ucsd, 比利时vs摩洛哥足彩

absolute value equation solution via concave minimization

abstract:

the np-hard absolute value equation (ave), ax-$|x|$=b, where a is an n-by-n real matrix and b is an n-by-1 real vector is solved by a succession of linear programs. the linear programs arise from a reformulation of the ave as the minimization of a piecewise-linear concave function on a polyhedral set and solving the latter by successive linearization. a simple matlab implementation of the successive linearization algorithm solved 100 consecutively generated 1000-dimensional random instances of the ave with only five violated equations out of a total of 100,000 equations. paper is available at: ftp://ftp.cs.wisc.edu/pub/dmi/tech-reports/06-02.pdf

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april 11, 2006

11:00 am

ap&m 7321

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