Feasible Interior Point Method for Absolute Value Equation

A feasible interior point method is proposed for solving the NP-hard absolute value equation (AVE) when the singular values of A exceed one. We formulate the NP-hard AVE as linear complementary problem, and prove that the solution to AVE is existent and unique under suitable assumptions. Then we present a feasible interior point algorithm for AVE based on the Newton direction and centering direction. We show that this algorithm has the polynomial complexity. Preliminary numerical results show that this method is promising.