Modified Newton-Type Iteration Methods for Generalized Absolute Value Equations

被引:60
作者
Wang, An [1 ]
Cao, Yang [2 ]
Chen, Jing-Xian [3 ]
机构
[1] Nantong Univ, Sch Sci, Nantong 226019, Peoples R China
[2] Nantong Univ, Sch Transportat, Nantong 226019, Peoples R China
[3] Nantong Univ, Sch Business, Nantong 226019, Peoples R China
基金
中国国家自然科学基金;
关键词
Generalized absolute value equations; Newton method; Convergence; Differential function; LINEAR COMPLEMENTARITY; CONVERGENCE; ALGORITHM;
D O I
10.1007/s10957-018-1439-6
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, by separating the differential and the non-differential parts of the generalized absolute value equations, a class of modified Newton-type iteration methods are proposed. The modified Newton-type iteration method involves the well-known Picard iteration method as the special case. Convergence properties of the new iteration schemes are analyzed in detail. In particular, some specific sufficient conditions are presented for two special coefficient matrices. Finally, two numerical examples are given to illustrate the effectiveness of the proposed modified Newton-type iteration methods.
引用
收藏
页码:216 / 230
页数:15
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