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A generalization of the Newton-based matrix splitting iteration method (GNMS) for solving the generalized absolute value equations (GAVEs) is proposed. Under mild conditions, the GNMS method converges to the unique solution of the GAVEs.…

Numerical Analysis · Mathematics 2024-12-17 Xuehua Li , Cairong Chen

By incorporating a new matrix splitting and the momentum acceleration into the relaxed-based matrix splitting (RMS) method \cite{soso2023}, a generalization of the RMS (GRMS) iterative method for solving the generalized absolute value…

Numerical Analysis · Mathematics 2025-03-04 Xuehua Li , Cairong Chen , Deren Han

An inexact framework of the Newton-based matrix splitting (INMS) iterative method is developed to solve the generalized absolute value equation, whose exact version was proposed by Zhou, Wu and Li [H.-Y. Zhou, S.-L. Wu and C.-X. Li,…

Numerical Analysis · Mathematics 2024-12-17 Dongmei Yu , Cairong Chen , Deren Han

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…

Optimization and Control · Mathematics 2024-12-17 Cairong Chen , Dongmei Yu , Deren Han , Changfeng Ma

In the paper, a Newton-type method for the solution of generalized equations (GEs) is derived, where the linearization concerns both the single-valued and the multi-valued part of the considered GE. The method is based on the new notion of…

Optimization and Control · Mathematics 2019-04-22 H. Gfrerer , J. V. Outrata

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

Motivated by the framework constructed by Brugnano and Casulli $[$SIAM J. Sci. Comput. 30: 463--472, 2008$]$, we analyze the finite termination property of the generalized Netwon method (GNM) for solving the absolute value equation (AVE).…

Optimization and Control · Mathematics 2023-05-25 Jia Tang , Wenli Zheng , Cairong Chen , Dongmei Yu , Deren Han

We introduce Newton-ADMM, a method for fast conic optimization. The basic idea is to view the residuals of consecutive iterates generated by the alternating direction method of multipliers (ADMM) as a set of fixed point equations, and then…

Optimization and Control · Mathematics 2017-06-21 Alnur Ali , Eric Wong , J. Zico Kolter

We consider the generalized Newton method (GNM) for the absolute value equation (AVE) $Ax-|x|=b$. The method has finite termination property whenever it is convergent, no matter whether the AVE has a unique solution. We prove that GNM is…

Numerical Analysis · Mathematics 2024-01-24 Chun-Hua Guo

A modification of the generalized shift-splitting (GSS) method is presented for solving singular saddle point problems. In this kind of modification, the diagonal shift matrix is replaced by a block diagonal matrix which is symmetric…

Numerical Analysis · Mathematics 2017-04-26 Davod Khojasteh Salkuyeh , Maryam Rahimian

Randomized iterative methods, such as the Kaczmarz method and its variants, have gained growing attention due to their simplicity and efficiency in solving large-scale linear systems. Meanwhile, absolute value equations (AVE) have attracted…

Numerical Analysis · Mathematics 2025-05-13 Jiaxin Xie , Hou-Duo Qi , Deren Han

We present a principled approach for designing stochastic Newton methods for solving finite sum optimization problems. Our approach has two steps. First, we re-write the stationarity conditions as a system of nonlinear equations that…

Optimization and Control · Mathematics 2023-12-25 Jiabin Chen , Rui Yuan , Guillaume Garrigos , Robert M. Gower

In this paper, we investigate global convergence properties of the inexact nonsmooth Newton method for solving the system of absolute value equations (AVE). Global $Q$-linear convergence is established under suitable assumptions. Moreover,…

Optimization and Control · Mathematics 2015-11-13 J. Y. Bello Cruz , O. P. Ferreira , L. F. Prudente

We propose a new globally convergent stochastic second order method. Our starting point is the development of a new Sketched Newton-Raphson (SNR) method for solving large scale nonlinear equations of the form $F(x)=0$ with $F:\mathbb{R}^p…

Numerical Analysis · Mathematics 2022-05-10 Rui Yuan , Alessandro Lazaric , Robert M. Gower

Symmetric Nonnegative Matrix Factorization (SNMF) models arise naturally as simple reformulations of many standard clustering algorithms including the popular spectral clustering method. Recent work has demonstrated that an elementary…

Computer Vision and Pattern Recognition · Computer Science 2016-09-20 Reza Borhani , Jeremy Watt , Aggelos Katsaggelos

A class of monotone operator equations, which can be decomposed into sum of the gradient of a strongly convex function and a linear and skew-symmetric operator, is considered in this work. Based on discretization of the generalized gradient…

Optimization and Control · Mathematics 2025-01-22 Long Chen , Jingrong Wei

We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…

Numerical Analysis · Mathematics 2012-06-21 Luigi Brugnano , Alessandra Sestini

The paper develops a Newton multigrid (MG) method for one- and two-dimensional steady-state shallow water equations (SWEs) with topography and dry areas.It solves the nonlinear system arising from the well-balanced finite volume…

Numerical Analysis · Mathematics 2017-09-20 Kailiang Wu , Huazhong Tang

Total generalization variation (TGV) is a very powerful and important regularization for various inverse problems and computer vision tasks. In this paper, we proposed a semismooth Newton based augmented Lagrangian method to solve this…

Optimization and Control · Mathematics 2022-01-28 Hongpeng Sun

The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one…

Optimization and Control · Mathematics 2020-07-23 Helmut Gfrerer , Jiri V. Outrata , Jan Valdman
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