The nonlinear HSS-like iteration method for absolute value equations
Numerical Analysis
2018-01-03 v4 Optimization and Control
Abstract
Salkuyeh proposed the Picard-HSS iteration method to solve the absolute value equation (AVE), which is a class of non-differentiable NP-hard problem. To further improve its performance, a nonlinear HSS-like iteration method is proposed. Compared to that the Picard-HSS method is an inner-outer double-layer iteration scheme, the HSS-like iteration is only a monolayer and the iteration vector could be updated timely. Some numerical experiments are used to demonstrate that the nonlinear HSS-like method is feasible, robust and effective.
Cite
@article{arxiv.1403.7013,
title = {The nonlinear HSS-like iteration method for absolute value equations},
author = {Mu-Zheng Zhu and Ya-E Qi},
journal= {arXiv preprint arXiv:1403.7013},
year = {2018}
}