Levenberg-Marquardt method for solving systems of absolute value equations

被引：61

作者：

Iqbal, Javed ^{[1
]}

Iqbal, Asif ^{[2
]}

Arif, Muhammad ^{[3
]}

机构：

[1] COMSATS Inst Informat Technol, Dept Math, Islamabad, Pakistan

[2] Virtual Univ, Dept Comp Sci, Lahore, Punjab, Pakistan

[3] Abdul Wali Khan Univ Mardan, Dept Math, Kpk, Pakistan

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2015年 / 282卷

关键词：

Absolute value equations; Levenberg-Marquardt method; Goldstein line search;

D O I：

10.1016/j.cam.2014.11.062

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we suggest and analyze the Levenberg-Marquardt method for solving system of absolute value equations Ax - vertical bar x vertical bar = b, where A is an element of R-nxn, b is an element of R-n and x is an element of R-n are unknown. We present different line search methods to convey the main idea and the significant modifications. We discuss the convergence of the proposed method. We consider numerical examples to illustrate the implementation and efficiency of the method. Results are very encouraging and may stimulate further research in this direction. (C) 2015 Published by Elsevier B.V.

引用

页码：134 / 138

页数：5

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