Method of alternating projections for the general absolute value equation

Abstract

A novel approach for solving the general absolute value equation Ax+ B| x| = c where A,B∈IRm×n and c∈IRm is presented. We reformulate the equation as a nonconvex feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternating projections map is characterized under nondegeneracy conditions on A and B. Furthermore, we prove local linear convergence of the algorithm. Unlike most of the existing approaches in the literature, the algorithm presented here is capable of handling problems with m≠ n, both theoretically and numerically.