The error and perturbation bounds for the absolute value equations with some applications

To our knowledge, so far, the error and perturbation bounds for the general absolute value equations 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 bounds and perturbation bounds for two types of absolute value equations (AVEs): Ax-B|x|=b and Ax-|Bx|=b. Some useful error bounds and perturbation bounds for the above two types of absolute value equations are presented. By applying the absolute value equations, we also obtain the error and perturbation bounds for the horizontal linear complementarity problem (HLCP). In addition, a new perturbation bound for the LCP without constraint conditions is given as well, which are weaker than the presented work in [SIAM J. Optim., 2007, 18: 1250-1265] in a way. Besides, without limiting the matrix type, some computable estimates for the above upper bounds are given, which are sharper than some existing results under certain conditions. Some numerical examples for the AVEs from the LCP are given to show the feasibility of the perturbation bounds

Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

Extensive-Form Perfect Equilibrium Computation in Two-Player Games

We study the problem of computing an Extensive-Form Perfect Equilibrium (EFPE) in 2-player games. This equilibrium concept refines the Nash equilibrium requiring resilience w.r.t. a specific vanishing perturbation (representing mistakes of the players at each decision node). The scientific challenge is intrinsic to the EFPE definition: it requires a perturbation over the agent form, but the agent form is computationally inefficient, due to the presence of highly nonlinear constraints. We show that the sequence form can be exploited in a non-trivial way and that, for general-sum games, finding an EFPE is equivalent to solving a suitably perturbed linear complementarity problem. We prove that Lemke's algorithm can be applied, showing that computing an EFPE is $\textsf{PPAD}$-complete. In the notable case of zero-sum games, the problem is in $\textsf{FP}$ and can be solved by linear programming. Our algorithms also allow one to find a Nash equilibrium when players cannot perfectly control their moves, being subject to a given execution uncertainty, as is the case in most realistic physical settings.Comment: To appear in AAAI 1

A sequential semidefinite programming method and an application in passive reduced-order modeling

We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more complicated than the solution of standard nonlinear programs. In particular, a suitable symmetrization procedure needs to be chosen for the linearization of the complementarity condition. The choice of the symmetrization procedure can be shifted in a very natural way to certain linear semidefinite subproblems, and can thus be reduced to a well-studied problem. The resulting sequential semidefinite programming (SSP) method is a generalization of the well-known SQP method for standard nonlinear programs. We present a sensitivity result for nonlinear semidefinite programs, and then based on this result, we give a self-contained proof of local quadratic convergence of the SSP method. We also describe a class of nonlinear semidefinite programs that arise in passive reduced-order modeling, and we report results of some numerical experiments with the SSP method applied to problems in that class