A globally and quadratically convergent method for absolute value equations
| dc.contributor.author | Caccetta, Louis | |
| dc.contributor.author | Qu, B. | |
| dc.contributor.author | Zhou, Guanglu | |
| dc.date.accessioned | 2017-01-30T13:18:09Z | |
| dc.date.available | 2017-01-30T13:18:09Z | |
| dc.date.created | 2012-03-23T01:19:49Z | |
| dc.date.issued | 2011 | |
| dc.identifier.citation | 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. | |
| dc.identifier.uri | http://hdl.handle.net/20.500.11937/30213 | |
| dc.identifier.doi | 10.1007/s10589-009-9242-9 | |
| dc.description.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. | |
| dc.publisher | Springer, Van Godewijckstraat | |
| dc.title | A globally and quadratically convergent method for absolute value equations | |
| dc.type | Journal Article | |
| dcterms.source.volume | 48 | |
| dcterms.source.startPage | 45 | |
| dcterms.source.endPage | 58 | |
| dcterms.source.issn | 09266003 | |
| dcterms.source.title | Computational Optimization and Applications | |
| curtin.department | Department of Mathematics and Statistics | |
| curtin.accessStatus | Fulltext not available |