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The relaxed nonlinear PHSS-like iteration method for absolute value equations

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  • Zhang, Jian-Jun

Abstract

Finding the solution of the absolute value equation (AVE) Ax−|x|=b has attracted much attention in recent years. In this paper, we propose a relaxed nonlinear PHSS-like iterative method, which is more efficient than the Picard-HSS iterative method for the AVE, and is a generalization of the nonlinear HSS-like iteration method for the AVE. By using the theory of nonsmooth analysis, we prove the convergence of the relaxed nonlinear PHSS-like iterative method for the AVE. Numerical experiments are given to demonstrate the feasibility, robustness and effectiveness of the relaxed nonlinear HSS-like method.

Suggested Citation

  • Zhang, Jian-Jun, 2015. "The relaxed nonlinear PHSS-like iteration method for absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 266-274.
    • Handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:266-274
    DOI: 10.1016/j.amc.2015.05.018
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    References listed on IDEAS

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    1. C. Zhang & Q. J. Wei, 2009. "Global and Finite Convergence of a Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 391-403, November.
    2. Louis Caccetta & Biao Qu & Guanglu Zhou, 2011. "A globally and quadratically convergent method for absolute value equations," Computational Optimization and Applications, Springer, vol. 48(1), pages 45-58, January.
    3. Oleg Prokopyev, 2009. "On equivalent reformulations for absolute value equations," Computational Optimization and Applications, Springer, vol. 44(3), pages 363-372, December.
    4. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
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    Cited by:

    1. Ke, Yi-Fen & Ma, Chang-Feng, 2017. "SOR-like iteration method for solving absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 311(C), pages 195-202.
    2. Cui-Xia Li, 2016. "A Modified Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 1055-1059, September.

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