Solving Nonlinear Absolute Value Equations

Published 26 Feb 2024 in math.OC | (2402.16439v2)

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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