Preconditioned conjugate gradient methods for absolute value equations
We investigate the NP-hard absolute value equations (AVE), \(Ax-B|x| =b\), where \(A,B\) are given symmetric matrices in \(\mathbb{R}^{n\times n}, \ b\in \mathbb{R}^{n}\). By reformulating the AVE as an equivalent unconstrained convex quadratic optimization, we prove that the unique solution of the...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Publishing House of the Romanian Academy
2020-09-01
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Series: | Journal of Numerical Analysis and Approximation Theory |
Subjects: | |
Online Access: | https://ictp.acad.ro/jnaat/journal/article/view/1197 |