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Sign controlled solvers for the absolute value equation with an application to support vector machines
Publikationstyp
Journal Article
Date Issued
2017
Sprache
English
Institut
TORE-URI
Start Page
1
End Page
12
Citation
Sign controlled solvers for the absolute value equation with an application to support vector machines. submitted for publication: 1-21 (2017)
ArXiv ID
Let A be a real n n matrix and z; b 2 Rn. The piecewise linear equation system z Ajzj = b is called an absolute value equation. It is equivalent to the general linear complementarity problem, and thus NP hard in general. Concerning the latter problem, three solvers are presented: One direct, one semi-iterative and one discrete variant of damped Newton. Their previously proved ranges of correctness and convergence, respectively, are extended. Their performance is compared on instances of the XOR separation problem for support vector machines which can be reformulated as an absolute value equation.
DDC Class
004: Informatik