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

C. Zhang () and Q. J. Wei
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C. Zhang: Beijing Jiaotong University
Q. J. Wei: Beijing Jiaotong University

Journal of Optimization Theory and Applications, 2009, vol. 143, issue 2, No 10, 403 pages

Abstract: 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.

Keywords: Absolute value equation; Interval matrix; Generalized Newton method; Global and finite convergence (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (11)

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DOI: 10.1007/s10957-009-9557-9

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