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Global and Finite Convergence of a Generalized Newton Method for Absolute Value Equations

Author

Listed:
  • C. Zhang

    (Beijing Jiaotong University)

  • Q. J. Wei

    (Beijing Jiaotong University)

Abstract

We investigate an efficient method for solving the absolute value equation Ax−|x|=b when the interval matrix [A−I,A+I] is regular. A generalized Newton method which combines the semismooth and the smoothing Newton steps is proposed. We establish global and finite convergence of the method. Preliminary numerical results indicate that the generalized Newton method is promising.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:143:y:2009:i:2:d:10.1007_s10957-009-9557-9
    DOI: 10.1007/s10957-009-9557-9
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    References listed on IDEAS

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    1. L. Qi & D. Sun, 2002. "Smoothing Functions and Smoothing Newton Method for Complementarity and Variational Inequality Problems," Journal of Optimization Theory and Applications, Springer, vol. 113(1), pages 121-147, April.
    2. M. Seetharama Gowda & Jong-Shi Pang, 1992. "On Solution Stability of the Linear Complementarity Problem," Mathematics of Operations Research, INFORMS, vol. 17(1), pages 77-83, February.
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    Cited by:

    1. Lu-Bin Cui & Yu-Dong Fan & Yi-Sheng Song & Shi-Liang Wu, 2022. "The Existence and Uniqueness of Solution for Tensor Complementarity Problem and Related Systems," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 321-334, January.
    2. J. Y. Bello Cruz & O. P. Ferreira & L. F. Prudente, 2016. "On the global convergence of the inexact semi-smooth Newton method for absolute value equation," Computational Optimization and Applications, Springer, vol. 65(1), pages 93-108, September.
    3. Moosaei, H. & Ketabchi, S. & Noor, M.A. & Iqbal, J. & Hooshyarbakhsh, V., 2015. "Some techniques for solving absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 268(C), pages 696-705.
    4. Farhad Khaksar Haghani, 2015. "On Generalized Traub’s Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 166(2), pages 619-625, August.
    5. Shi-Liang Wu & Peng Guo, 2016. "On the Unique Solvability of the Absolute Value Equation," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 705-712, May.
    6. An Wang & Yang Cao & Jing-Xian Chen, 2019. "Modified Newton-Type Iteration Methods for Generalized Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 216-230, April.
    7. Miao, Xin-He & Yang, Jiantao & Hu, Shenglong, 2015. "A generalized Newton method for absolute value equations associated with circular cones," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 155-168.
    8. Yuan Li & Hai-Shan Han & Dan-Dan Yang, 2014. "A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems," Journal of Mathematics, Hindawi, vol. 2014, pages 1-10, September.
    9. 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.
    10. Shota Yamanaka & Nobuo Yamashita, 2018. "Duality of nonconvex optimization with positively homogeneous functions," Computational Optimization and Applications, Springer, vol. 71(2), pages 435-456, November.
    11. 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.

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