Optimal correction of the absolute value equations

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F21%3A10437026" target="_blank" >RIV/00216208:11320/21:10437026 - isvavai.cz</a>

Výsledek na webu

<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=UXQfjBq3ue" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=UXQfjBq3ue</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1007/s10898-020-00948-2" target="_blank" >10.1007/s10898-020-00948-2</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Optimal correction of the absolute value equations

Popis výsledku v původním jazyce

In this paper, we study the optimum correction of the absolute value equations through making minimal changes in the coefficient matrix and the right hand side vector and using spectral norm. This problem can be formulated as a non-differentiable, non-convex and unconstrained fractional quadratic programming problem. The regularized least squares is applied for stabilizing the solution of the fractional problem. The regularized problem is reduced to a unimodal single variable minimization problem and to solve it a bisection algorithm is proposed. The main difficulty of the algorithm is a complicated constraint optimization problem, for which two novel methods are suggested. We also present optimality conditions and bounds for the norm of the optimal solutions. Numerical experiments are given to demonstrate the effectiveness of suggested methods. (C) 2020, Springer Science+Business Media, LLC, part of Springer Nature.

Název v anglickém jazyce

Optimal correction of the absolute value equations

Popis výsledku anglicky

In this paper, we study the optimum correction of the absolute value equations through making minimal changes in the coefficient matrix and the right hand side vector and using spectral norm. This problem can be formulated as a non-differentiable, non-convex and unconstrained fractional quadratic programming problem. The regularized least squares is applied for stabilizing the solution of the fractional problem. The regularized problem is reduced to a unimodal single variable minimization problem and to solve it a bisection algorithm is proposed. The main difficulty of the algorithm is a complicated constraint optimization problem, for which two novel methods are suggested. We also present optimality conditions and bounds for the norm of the optimal solutions. Numerical experiments are given to demonstrate the effectiveness of suggested methods. (C) 2020, Springer Science+Business Media, LLC, part of Springer Nature.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GA18-04735S" target="_blank" >GA18-04735S: Nové přístupy pro relaxační a aproximační techniky v deterministické globální optimalizaci</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Journal of Global Optimization

ISSN

0925-5001

e-ISSN

—

Svazek periodika

79

Číslo periodika v rámci svazku

3

Stát vydavatele periodika

NL - Nizozemsko

Počet stran výsledku

23

Strana od-do

645-667

Kód UT WoS článku

000587048100001

EID výsledku v databázi Scopus

2-s2.0-85095408377