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

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.