Solving Nonlinear Absolute Value Equations

2024/02/26 by Daniilidis, Aris, Haddou, Mounir, Le, Tri Minh +1
#FOS: Mathematics #Optimization and Control (math.OC)

paper · doi:10.48550/arxiv.2402.16439

Abstract

In this work we show that several problems naturally modeled as Nonlinear Absolute Value Equations (NAVE), can be restated as Nonlinear Complementarity Problems (NCP) and solved efficiently using smoothing regularizing techniques under mild assumptions. Applications include ridge optimization and resolution of nonlinear ordinary differential equations.

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