A Modified Generalized Newton Method for Absolute Value Equations

被引:39
作者
Li, Cui-Xia [1 ]
机构
[1] Anyang Normal Univ, Sch Math & Stat, Anyang 455000, Peoples R China
关键词
Absolute value equation; Generalized Newton method; Convergence; ITERATION METHOD;
D O I
10.1007/s10957-016-0956-4
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, a modified generalized Newton method is presented to solve absolute value equations, when all the singular values of the system matrix exceed 1. The convergence properties of the proposed method are given.
引用
收藏
页码:1055 / 1059
页数:5
相关论文
共 17 条
[1]  
[Anonymous], 1968, Linear Algebra and its Applications, DOI DOI 10.1016/0024-3795(68)90052-9
[2]   A globally and quadratically convergent method for absolute value equations [J].
Caccetta, Louis ;
Qu, Biao ;
Zhou, Guanglu .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2011, 48 (01) :45-58
[3]  
Cottle R.W., 1992, The Linear Complementarity Problem
[4]   A generalized Newton method for absolute value equations associated with second order cones [J].
Hu, Sheng-Long ;
Huang, Zheng-Hai ;
Zhang, Qiong .
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2011, 235 (05) :1490-1501
[5]   An efficient method for optimal correcting of absolute value equations by minimal changes in the right hand side [J].
Ketabchi, Saeed ;
Moosaei, Hossein .
COMPUTERS & MATHEMATICS WITH APPLICATIONS, 2012, 64 (06) :1882-1885
[6]   Absolute value programming [J].
Mangasarian, O. L. .
COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 2007, 36 (01) :43-53
[7]   Absolute value equations [J].
Mangasarian, O. L. ;
Meyer, R. R. .
LINEAR ALGEBRA AND ITS APPLICATIONS, 2006, 419 (2-3) :359-367
[8]   A generalized Newton method for absolute value equations [J].
Mangasarian, O. L. .
OPTIMIZATION LETTERS, 2009, 3 (01) :101-108
[9]   A hybrid algorithm for solving the absolute value equation [J].
Mangasarian, Olvi L. .
OPTIMIZATION LETTERS, 2015, 9 (07) :1469-1474
[10]  
Noor M. Aslam, 2012, ABSTR APPL ANAL, V2012, P9