English

On the global convergence of the inexact semi-smooth Newton method for absolute value equation

Optimization and Control 2015-11-13 v2 Numerical Analysis

Abstract

In this paper, we investigate global convergence properties of the inexact nonsmooth Newton method for solving the system of absolute value equations (AVE). Global QQ-linear convergence is established under suitable assumptions. Moreover, we present some numerical experiments designed to investigate the practical viability of the proposed scheme.

Keywords

Cite

@article{arxiv.1508.01581,
  title  = {On the global convergence of the inexact semi-smooth Newton method for absolute value equation},
  author = {J. Y. Bello Cruz and O. P. Ferreira and L. F. Prudente},
  journal= {arXiv preprint arXiv:1508.01581},
  year   = {2015}
}