LEVENBERG-MARQUARDT METHOD FOR ABSOLUTE VALUE EQUATION ASSOCIATED WITH SECOND-ORDER CONE

被引：6

作者：

Miao, Xin-He ^{[1
]}

Yao, Kai ^{[1
]}

Yang, Ching-Yu ^{[2
]}

Chen, Jein-Shan ^{[2
]}

机构：

[1] Tianjin Univ, Sch Math, Tianjin 300072, Peoples R China

[2] Natl Taiwan Normal Univ, Dept Math, Taipei 11677, Taiwan

来源：

NUMERICAL ALGEBRA CONTROL AND OPTIMIZATION | 2022年 / 12卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Second-order cone; Absolute value equations; Levenberg-Marquardt algorithm; Armijo line search; GENERALIZED NEWTON METHOD; COMPLEMENTARITY; ALGORITHM; CONVERGENCE; CONVEX;

D O I：

10.3934/naco.2021050

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we suggest the Levenberg-Marquardt method with Armijo line search for solving absolute value equations associated with the second-order cone (SOCAVE for short), which is a generalization of the standard absolute value equation frequently discussed in the literature during the past decade. We analyze the convergence of the proposed algorithm. For numerical reports, we not only show the efficiency of the proposed method, but also present numerical comparison with smoothing Newton method. It indicates that the proposed algorithm could also be a good choice for solving the SOCAVE.

引用

页码：47 / 61

页数：15