A modified SOR-like method for absolute value equations associated with second order cones

被引：14
作者：
Huang, Baohua [1 ,2 ,3 ]
Li, Wen [3 ]
机构：
[1] Fujian Normal Univ, Sch Math & Stat, Fuzhou 350117, Peoples R China
[2] Fujian Normal Univ, FJKLMAA, Fuzhou 350117, Peoples R China
[3] South China Normal Univ, Sch Math Sci, Guangzhou 510631, Peoples R China
来源：
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2022年 / 400卷
基金：
中国国家自然科学基金; 中国博士后科学基金;
关键词：
Absolute value equations; Modified SOR-like method; Convergence; Optimal parameters; Second order cone; GENERALIZED NEWTON METHOD; ITERATION METHOD; SMOOTHING FUNCTIONS;
D O I：
10.1016/j.cam.2021.113745
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we propose a modified SOR-like method for solving absolute value equations associated with second order cones (SOCAVE in short), which is obtained by reformulating the SOCAVE as a two-by-two block nonlinear equation. The convergence analysis and error estimation of this method are established under mild assumptions on system matrix and iteration parameters. And, the optimal iteration parameters and the corresponding optimal convergence factor are studied. In particular, we present the approximate optimal iteration parameters which are independent of the number of iterations. Numerical results are given to show the efficiency of the proposed iteration method with suitable parameters. (C) 2021 Elsevier B.V. All rights reserved.
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页数：20
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