Abstract
To our knowledge, the error and perturbation bounds of the general absolute value equations (AVE) are not discussed. In order to fill in this study gap, in this paper, by introducing a class of absolute value functions, we study the error and perturbation bounds of these two AVEs: \(Ax-B|x|=b\) and \(Ax-|Bx|=b\). Some useful error bounds and perturbation bounds of the above two AVEs are provided. Without limiting the matrix type, some computable estimates for the relevant upper bounds are given. By applying the absolute value equations, a new approach for some existing perturbation bounds of the linear complementarity problem (LCP) in (SIAM J. Optim., 18 (2007) 1250-1265) is provided. Some numerical examples for the AVEs from the LCP are given to show the feasibility of the perturbation bounds.
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The authors are very much indebted to two anonymous referees for their constructive suggestions and helpful comments, which led to significant improvement of the original manuscript of this paper.
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This research was supported by National Natural Science Foundation of China (No.11961082), Cross-integration Innovation team of modern Applied Mathematics and Life Sciences in Yunnan Province, China (No.202405AS350003), Yunnan Key Laboratory of Modern Analytical Mathematics and Applications (202302AN360007), Basic Research Projects of Key Scientific Research Projects Plan in Henan Higher Education Institutions (No. 25zx004).
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Communicated by Nobuo Yamashita.
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Li, CX., Wu, SL. The Error and Perturbation Bounds of the General Absolute Value Equations. J Optim Theory Appl 205, 53 (2025). https://doi.org/10.1007/s10957-025-02669-6
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DOI: https://doi.org/10.1007/s10957-025-02669-6