A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations
Optimization and Control
2024-12-17 v1 Numerical Analysis
Numerical Analysis
Abstract
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.
Keywords
Cite
@article{arxiv.2111.13808,
title = {A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations},
author = {Cairong Chen and Dongmei Yu and Deren Han and Changfeng Ma},
journal= {arXiv preprint arXiv:2111.13808},
year = {2024}
}
Comments
22 pages, 2 figures