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

Jian-Jun Zhang

Applied Mathematics and Computation, 2015, vol. 265, issue C, 266-274

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.

Keywords: Absolute value equations; HSS; Semismooth; Positive definite; System of weakly nonlinear equations (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:265:y:2015:i:c:p:266-274

DOI: 10.1016/j.amc.2015.05.018

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