Particle Swarm Optimization for Absolute Value Equations

Particle Swarm Optimization for Absolute Value Equations
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发表时间:
2010
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通讯作者:
Longquan Yong
Longquan Yong
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其他
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作者:
Longquan Yong

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我们研究 NP 难绝对值方程 (AVE) Au - |u| = b,其中 A 是任意方阵。在本文中,我们提出了一种 AVE 的平滑方法。首先,我们将绝对值函数替换为平滑函数,称为聚合函数。通过这种平滑技术,我们将非平滑 AVE 表示为平滑非线性方程,而且是无约束可微优化问题。然后我们将粒子群优化(PSO)应用于AVE。数值实验表明该算法对于处理AVE是有效的。
We investigate the NP-hard absolute value equation (AVE) Au - |u| = b, where A is an arbitrary square matrix. In this paper, we present a smoothing method for the AVE. First, we replace the absolute value function by a smooth one, called aggregate function. With this smoothing technique, we formulate the non-smooth AVE as a smooth nonlinear equations, furthermore, an unconstrained differentiable optimization problem. Then we adopt Particle Swarm Optimization (PSO) to AVE. The numerical experiments show that the proposed algorithm is effective in dealing with the AVE.