AN INEXACT RELAXED GENERALIZED NEWTON ITERATIVE METHOD FOR SOLVING GENERALIZED ABSOLUTE VALUE EQUATIONS

被引:0
作者
Yu, Dongmei [1 ]
Zhang, Yiming [2 ,3 ]
Yuan, Yifei [4 ]
机构
[1] Liaoning Tech Univ, Coll Sci Inst Optimizat & Decis Analyt, Sch Business Adm, Fuxin 123000, Peoples R China
[2] Liaoning Tech Univ, Sch Business Adm, Huludao 125105, Peoples R China
[3] Liaoning Tech Univ, Inst Optimizat & Decis Analyt, Fuxin 123000, Peoples R China
[4] Liaoning Tech Univ, Inst Optimizat & Decis Anal, Coll Sci, Fuxin 123000, Peoples R China
来源
PACIFIC JOURNAL OF OPTIMIZATION | 2024年 / 20卷 / 01期
基金
中国国家自然科学基金;
关键词
generalized absolute value equations; generalized Newton method; relaxed; inexact; convergence; LINEAR COMPLEMENTARITY; VERTICAL-BAR; ALGORITHM; MODEL;
D O I
暂无
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
In this paper, for solving the generalized absolute value equations (GAVE), an inexact relaxed generalized Newton (IRGN) iterative method is developed, which can adopt a relative error tolerance. Linear convergence of the IRGN iterative method is established under suitable conditions, and theoretical analysis of the inexact schemes support the efficient computational implementations of the exact schemes. It has been found that the IRGN iterative method involves the classical generalized Newton (GN) iterative method as a special case. Some numerical results are given to demonstrate the viability and robustness of the proposed methods.
引用
收藏
页码:23 / 44
页数:22
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