论文信息 - A globally and quadratically convergent method for absolute value equations

A globally and quadratically convergent method for absolute value equations

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.

Lou Caccetta | Guanglu Zhou | Biao Qu

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