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Cairong Chen

Publications and source records attributed to Cairong Chen.

At least 19 recordsLinked to original sources

Discrete Potential Optimization for Absolute Value Equations: A Sign-Flip Framework with Polynomial Complexity

Solving the AVE $Ax - |x| = b$ is generally NP-hard. Existing approaches mostly operate in continuous variable spaces, with the notable exception of Rohn's sign-accord algorithm, which incurs an exponential worst-case bound of $2^n$ iterations. To overcome this bottleneck, we develop a discrete potential optimization (DPO) framework over the sign-vector set $\{-1, 1\}^n$. Under the $1$-norm condition $\|A^{-1}\|_1 < 1/2$, we establish that the AVE solution corresponds exactly to the global maximizer of this discrete potential function. When $\|A^{-1}\|_1$ is uniformly upper bounded by $1/2$, for rational inputs with maximum magnitude $L$, we develop a unified polynomial-time framework for sign-flip algorithms, which excludes Rohn's sign-accord algorithm. Within this framework, specific single-flip mechanisms (including our new steepest and Gauss-Southwell rules) terminate in $\mathcal{O}(n^2\log(nL))$ iterations, while full-flip updates (equivalent to the classical GNM) require only $\mathcal{O}(n\log(nL))$ iterations. We further relax the assumption by requiring that the spectral radius $ρ(|A^{-1}|)$ be uniformly upper bounded by $1/2$ via rational diagonal scaling. Moreover, a uniformly randomized $m$-flip approach is proven to achieve an expected iteration bound of $\mathcal{O}\bigl(n^3 \log(nL)/m\bigr)$ without requiring explicit diagonal preconditioning. As a corollary, GNM solves the AVE in $\mathcal{O}(n^2 \log(nL))$ iterations, improving on the prior result of finite termination under the stricter condition that $ρ(|A^{-1}|)$ is less than~$1/3$. Crucially, by equivalently reformulating linear complementarity problems (LCPs) as AVEs, we extend this DPO framework to yield GNM and pivot-type methods with polynomial iteration complexity for LCPs. Numerical experiments validate the practical efficiency of GNM and the structural robustness of the proposed sign-flip approaches.

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An inverse-free fixed-time stable dynamical system and its forward-Euler discretization for solving generalized absolute value equations

An inverse-free dynamical system is proposed to solve the generalized absolute value equation (GAVE) with a fixed time convergence, where the time of convergence is finite and is uniformly bounded for all initial points. Moreover, an iterative method obtained by using the forward-Euler discretization of the proposed dynamic model is developed and sufficient conditions which guarantee that the discrete iteration globally converge to an arbitrarily small neighborhood of the unique solution of GAVE within a finite number of iterative steps are given. Numerical results illustrate the effectiveness of the proposed methods.

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A fixed-time stable dynamical model for solving EVLCPs

A fixed-time stable dynamical system for solving the extended vertical linear complementarity problem (EVLCP) is developed. The system is based on the reformulation of EVLCP as a special case of a new kind of generalized absolute value equations. Some properties of the new kind of generalized absolute value equations are explored which are useful for developing a fixed-time stable dynamical system for solving it. Without using any smoothing technique, we develop a dynamical system for solving the new kind of generalized absolute value equations and prove its fixed-time stability. The model is applicable for solving EVLCP. As two by-products, a new condition which guarantees the unique solvability of EVLCP and a new error bound of EVLCP are given. Numerical results are given to demonstrate our claims.

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A generalization of the relaxation-based matrix splitting iterative method for solving the system of generalized absolute value equations

By incorporating a new matrix splitting and the momentum acceleration into the relaxed-based matrix splitting (RMS) method \cite{soso2023}, a generalization of the RMS (GRMS) iterative method for solving the generalized absolute value equations (GAVEs) is proposed. On the one hand, unlike some existing methods, by using the Cauchy's convergence principle we give some sufficient conditions for the existence and uniqueness of the solution to GAVEs and prove that our method can converge to the unique solution of GAVEs. On the other hand, we obtain a few new and weaker convergence conditions for some existing methods. Moreover, we establish comparison theorems between GRMS method and some existing methods. Preliminary numerical experiments show that the proposed method is efficient.

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Solutions for Underdetermined Generalized Absolute Value Equations

An underdetermined generalized absolute value equation (GAVE) may have no solution, one solution, finitely many or infinitely many solutions. This paper is concerned with sufficient conditions that guarantee the existence of solutions to an underdetermined GAVE. Particularly, sufficient conditions are established for an underdetermined GAVE to have infinitely many solutions with no zero entry that possess a particular or any given sign pattern. Iterative methods are proposed for the case when the underdetermined GAVE does have a solution. Some existing results for square GAVE are also extended.

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SOR-like iteration and FPI are consistent when they are equipped with certain optimal iterative parameters

Two common methods for solving absolute value equations (AVE) are SOR-like iteration method and fixed point iteration (FPI) method. In this paper, novel convergence analysis, which result wider convergence range, of the SOR-like iteration and the FPI are given. Based on the new analysis, a new optimal iterative parameter with a analytical form is obtained for the SOR-like iteration. In addition, an optimal iterative parameter with a analytical form is also obtained for FPI. Surprisingly, the SOR-like iteration and the FPI are the same whenever they are equipped with our optimal iterative parameters. As a by product, we give two new constructive proof for a well known sufficient condition such that AVE has a unique solution for any right hand side. Numerical results demonstrate our claims.

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Further study on two fixed point iterative schemes for absolute value equations

In this paper, we reconsider two new iterative methods for solving absolute value equations (AVE), which is proposed by Ali and Pan (Jpn. J. Ind. Appl. Math. 40: 303--314, 2023). Convergence results of the two iterative schemes and new sufficient conditions for the unique solvability of AVE are presented. In addition, for a special case, the optimal iteration parameters of the two algorithms are analyzed, respectively. Numerical results demonstrate our claims.

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The neural network models with delays for solving absolute value equations

An inverse-free neural network model with mixed delays is proposed for solving the absolute value equation (AVE) $Ax -|x| - b =0$, which includes an inverse-free neural network model with discrete delay as a special case. By using the Lyapunov-Krasovskii theory and the linear matrix inequality (LMI) method, the developed neural network models are proved to be exponentially convergent to the solution of the AVE. Compared with the existing neural network models for solving the AVE, the proposed models feature the ability of solving a class of AVE with $\|A^{-1}\|>1$. Numerical simulations are given to show the effectiveness of the two delayed neural network models.

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A generalization of the Newton-based matrix splitting iteration method for generalized absolute value equations

A generalization of the Newton-based matrix splitting iteration method (GNMS) for solving the generalized absolute value equations (GAVEs) is proposed. Under mild conditions, the GNMS method converges to the unique solution of the GAVEs. Moreover, we can obtain a few weaker convergence conditions for some existing methods. Numerical results verify the effectiveness of the proposed method.

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A fixed-time inverse-free dynamical system for solving the system of absolute value equations

In this paper, an inverse-free dynamical system with fixed-time convergence is presented to solve the system of absolute value equations (AVEs). Under a mild condition, it is proved that the solution of the proposed dynamical system converges to the solution of the AVEs. Moreover, in contrast to the existing inverse-free dynamical system \cite{chen2021}, a conservative settling-time of the proposed method is given. Numerical simulations illustrate the effectiveness of the new method.

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A dynamical system based on projection operator for solving absolute value equations associated with second-order cone

A new equivalent reformulation of the absolute value equations associated with second-order cone (SOCAVEs) is emphasised, from which a dynamical system based on projection operator for solving SOCAVEs is constructed. Under proper assumptions, the equilibrium points of the dynamical system exist and could be (globally) asymptotically stable. Some numerical simulations are given to show the effectiveness of the proposed method.

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On finite termination of the generalized Newton method for solving absolute value equations

Motivated by the framework constructed by Brugnano and Casulli $[$SIAM J. Sci. Comput. 30: 463--472, 2008$]$, we analyze the finite termination property of the generalized Netwon method (GNM) for solving the absolute value equation (AVE). More precisely, for some special matrices, GNM is terminated in at most $2n + 2$ iterations. A new result for the unique solvability and unsolvability of the AVE is obtained. Numerical experiments are given to demonstrate the theoretical analysis.

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An inexact framework of the Newton-based matrix splitting iterative method for the generalized absolute value equation

An inexact framework of the Newton-based matrix splitting (INMS) iterative method is developed to solve the generalized absolute value equation, whose exact version was proposed by Zhou, Wu and Li [H.-Y. Zhou, S.-L. Wu and C.-X. Li, \textit{J. Comput. Appl. Math.}, 394 (2021), 113578]. Global linear convergence of the INMS iterative method is investigated in detail. Some numerical results are given to show the superiority of the INMS iterative method.

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A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations

The system of generalized absolute value equations (GAVE) has attracted more and more attention in the optimization community. In this paper, by introducing a smoothing function, we develop a smoothing Newton algorithm with non-monotone line search to solve the GAVE. We show that the non-monotone algorithm is globally and locally quadratically convergent under a weaker assumption than those given in most existing algorithms for solving the GAVE. Numerical results are given to demonstrate the viability and efficiency of the approach.

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An inexact Douglas-Rachford splitting method for solving absolute value equations

The last two decades witnessed the increasing of the interests on the absolute value equations (AVE) of finding $x\in\mathbb{R}^n$ such that $Ax-|x|-b=0$, where $A\in \mathbb{R}^{n\times n}$ and $b\in \mathbb{R}^n$. In this paper, we pay our attention on designing efficient algorithms. To this end, we reformulate AVE to a generalized linear complementarity problem (GLCP), which, among the equivalent forms, is the most economical one in the sense that it does not increase the dimension of the variables. For solving the GLCP, we propose an inexact Douglas-Rachford splitting method which can adopt a relative error tolerance. As a consequence, in the inner iteration processes, we can employ the LSQR method ([C.C. Paige and M.A. Saunders, ACM Trans. Mathe. Softw. (TOMS), 8 (1982), pp. 43--71]) to find a qualified approximate solution for each subproblem, which makes the cost per iteration very low. We prove the convergence of the algorithm and establish its global linear rate of convergence. Comparing results with the popular algorithms such as the exact generalized Newton method [O.L. Mangasarian, Optim. Lett., 1 (2007), pp. 3--8], the inexact semi-smooth Newton method [J.Y.B. Cruz, O.P. Ferreira and L.F. Prudente, Comput. Optim. Appl., 65 (2016), pp. 93--108] and the exact SOR-like method [Y.-F. Ke and C.-F. Ma, Appl. Math. Comput., 311 (2017), pp. 195--202] are reported, which indicate that the proposed algorithm is very promising. Moreover, our method also extends the range of numerically solvable of the AVE; that is, it can deal with not only the case that $\|A^{-1}\|<1$, the commonly used in those existing literature, but also the case where $\|A^{-1}\|=1$.

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Optimal parameter for the SOR-like iteration method for solving the system of absolute value equations

The SOR-like iteration method for solving the absolute value equations~(AVE) of finding a vector $x$ such that $Ax - |x| - b = 0$ with $ν= \|A^{-1}\|_2 < 1$ is investigated. The convergence conditions of the SOR-like iteration method proposed by Ke and Ma ([{\em Appl. Math. Comput.}, 311:195--202, 2017]) are revisited and a new proof is given, which exhibits some insights in determining the convergent region and the optimal iteration parameter. Along this line, the optimal parameter which minimizes $\|T_ν(ω)\|_2$ with $$T_ν(ω) = \left(\begin{array}{cc} |1-ω| & ω^2ν\\ |1-ω| & |1-ω| +ω^2ν\end{array}\right)$$ and the approximate optimal parameter which minimizes $η_ν(ω) =\max\{|1-ω|,νω^2\}$ are explored. The optimal and approximate optimal parameters are iteration-independent and the bigger value of $ν$ is, the smaller convergent region of the iteration parameter $ω$ is. Numerical results are presented to demonstrate that the SOR-like iteration method with the optimal parameter is superior to that with the approximate optimal parameter proposed by Guo, Wu and Li ([{\em Appl. Math. Lett.}, 97:107--113, 2019]). In some situation, the SOR-like itration method with the optimal parameter performs better, in terms of CPU time, than the generalized Newton method (Mangasarian, [{\em Optim. Lett.}, 3:101--108, 2009]) for solving the AVE.

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