A modified multivariate spectral gradient algorithm for solving absolute value equations

被引：16

作者：

Yu, Zhensheng ^{[1
]}

Li, Lin ^{[1
]}

Yuan, Yue ^{[1
]}

机构：

[1] Univ Shanghai Sci & Technol, Coll Sci, Shanghai 200093, Peoples R China

来源：

APPLIED MATHEMATICS LETTERS | 2021年 / 121卷

关键词：

Absolute value equations; Multivariate spectral gradient; algorithm; Projection; Global convergence; GENERALIZED NEWTON METHOD; ITERATION METHOD;

D O I：

10.1016/j.aml.2021.107461

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, a modified multivariate spectral gradient algorithm is proposed for solving the absolute value equations Ax - |x| = b, where A is an element of Rnxn, b is an element of Rn and x is an element of Rn. Some properties of the absolute value equations are analyzed, and the global convergence of the proposed algorithm based on some appropriate assumptions is discussed. Several examples are given to illustrate the effectiveness and competitiveness of our algorithm. (c) 2021 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY-NC-ND license (http://creativecommons.org/licenses/by-nc-nd/4.0/).

引用

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