A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations
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arXiv
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| Main Authors: | , , , |
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| Format: | Preprint |
| Published: |
2021
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| _version_ | 1866916523755438080 |
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| author | Chen, Cairong Yu, Dongmei Han, Deren Ma, Changfeng |
| author_facet | Chen, Cairong Yu, Dongmei Han, Deren Ma, Changfeng |
| contents | The system of generalized absolute value equations (GAVE) has attracted more and more attention in the optimization community. In this paper, by introducing a smoothing function, we develop a smoothing Newton algorithm with non-monotone line search to solve the GAVE. We show that the non-monotone algorithm is globally and locally quadratically convergent under a weaker assumption than those given in most existing algorithms for solving the GAVE. Numerical results are given to demonstrate the viability and efficiency of the approach. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2111_13808 |
| institution | arXiv |
| publishDate | 2021 |
| record_format | arxiv |
| spellingShingle | A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations Chen, Cairong Yu, Dongmei Han, Deren Ma, Changfeng Optimization and Control Numerical Analysis The system of generalized absolute value equations (GAVE) has attracted more and more attention in the optimization community. In this paper, by introducing a smoothing function, we develop a smoothing Newton algorithm with non-monotone line search to solve the GAVE. We show that the non-monotone algorithm is globally and locally quadratically convergent under a weaker assumption than those given in most existing algorithms for solving the GAVE. Numerical results are given to demonstrate the viability and efficiency of the approach. |
| title | A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations |
| topic | Optimization and Control Numerical Analysis |
| url | https://arxiv.org/abs/2111.13808 |