An efficient Newton-type matrix splitting algorithm for solving generalized absolute value equations with application to ridge regression problems

被引:0
作者
Li, Xuehua [1 ]
Chen, Cairong [1 ]
机构
[1] Fujian Normal Univ, Sch Math & Stat, FJKLMAA, Fuzhou 350117, Peoples R China
关键词
Generalized absolute value equations; Matrix splitting; Generalized Newton-based method; Convergence; VERTICAL-BAR; ITERATION METHOD; AX;
D O I
10.1016/j.cam.2024.116329
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A generalized Newton-based matrix splitting (GNMS) method is proposed for solving the generalized absolute value equations (GAVEs). Under mild conditions, the GNMS method converges to the unique solution of GAVEs. Moreover, we can obtain a few weaker convergence conditions for some existing methods. Numerical results verify the effectiveness of the proposed method.
引用
收藏
页数:15
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