A globally and quadratically convergent method for absolute value equations
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Authors
Caccetta, Louis
Qu, B.
Zhou, Guanglu
Date
2011Type
Journal Article
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Caccetta, Louis and Qu, Biao and Zhou, Guanglu. 2011. A globally and quadratically convergent method for absolute value equations. Computational Optimization and Applications. 48: pp. 45-58.
Source Title
Computational Optimization and Applications
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Department of Mathematics and Statistics
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Abstract
We investigate the NP-hard absolute value equation (AVE) Ax−|x|=b, where A is an arbitrary n×n real matrix. In this paper, we propose a smoothing Newton method for the AVE. When the singular values of A exceed 1, we show that this proposed method is globally convergent and the convergence rate is quadratic. Preliminary numerical results show that this method is promising.
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