IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v265y2015icp266-274.html
   My bibliography  Save this article

The relaxed nonlinear PHSS-like iteration method for absolute value equations

Author

Listed:
  • Zhang, Jian-Jun

Abstract

Finding the solution of the absolute value equation (AVE) Ax−|x|=b has attracted much attention in recent years. In this paper, we propose a relaxed nonlinear PHSS-like iterative method, which is more efficient than the Picard-HSS iterative method for the AVE, and is a generalization of the nonlinear HSS-like iteration method for the AVE. By using the theory of nonsmooth analysis, we prove the convergence of the relaxed nonlinear PHSS-like iterative method for the AVE. Numerical experiments are given to demonstrate the feasibility, robustness and effectiveness of the relaxed nonlinear HSS-like method.

Suggested Citation

  • Zhang, Jian-Jun, 2015. "The relaxed nonlinear PHSS-like iteration method for absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 265(C), pages 266-274.
    • Handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:266-274
    DOI: 10.1016/j.amc.2015.05.018
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300315006347
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2015.05.018?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Louis Caccetta & Biao Qu & Guanglu Zhou, 2011. "A globally and quadratically convergent method for absolute value equations," Computational Optimization and Applications, Springer, vol. 48(1), pages 45-58, January.
    2. Oleg Prokopyev, 2009. "On equivalent reformulations for absolute value equations," Computational Optimization and Applications, Springer, vol. 44(3), pages 363-372, December.
    3. Liqun Qi, 1993. "Convergence Analysis of Some Algorithms for Solving Nonsmooth Equations," Mathematics of Operations Research, INFORMS, vol. 18(1), pages 227-244, February.
    4. C. Zhang & Q. J. Wei, 2009. "Global and Finite Convergence of a Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 143(2), pages 391-403, November.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ke, Yi-Fen & Ma, Chang-Feng, 2017. "SOR-like iteration method for solving absolute value equations," Applied Mathematics and Computation, Elsevier, vol. 311(C), pages 195-202.
    2. Cui-Xia Li, 2016. "A Modified Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 1055-1059, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Shota Yamanaka & Nobuo Yamashita, 2018. "Duality of nonconvex optimization with positively homogeneous functions," Computational Optimization and Applications, Springer, vol. 71(2), pages 435-456, November.
    2. J. Y. Bello Cruz & O. P. Ferreira & L. F. Prudente, 2016. "On the global convergence of the inexact semi-smooth Newton method for absolute value equation," Computational Optimization and Applications, Springer, vol. 65(1), pages 93-108, September.
    3. Miao, Xin-He & Yang, Jiantao & Hu, Shenglong, 2015. "A generalized Newton method for absolute value equations associated with circular cones," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 155-168.
    4. An Wang & Yang Cao & Jing-Xian Chen, 2019. "Modified Newton-Type Iteration Methods for Generalized Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 181(1), pages 216-230, April.
    5. Cui-Xia Li, 2016. "A Modified Generalized Newton Method for Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 170(3), pages 1055-1059, September.
    6. Yuan Li & Hai-Shan Han & Dan-Dan Yang, 2014. "A Penalized-Equation-Based Generalized Newton Method for Solving Absolute-Value Linear Complementarity Problems," Journal of Mathematics, Hindawi, vol. 2014, pages 1-10, September.
    7. Milan Hladík, 2018. "Bounds for the solutions of absolute value equations," Computational Optimization and Applications, Springer, vol. 69(1), pages 243-266, January.
    8. Shi-Liang Wu & Peng Guo, 2016. "On the Unique Solvability of the Absolute Value Equation," Journal of Optimization Theory and Applications, Springer, vol. 169(2), pages 705-712, May.
    9. Cuixia Li, 2022. "Sufficient Conditions for the Unique Solution of a New Class of Sylvester-Like Absolute Value Equations," Journal of Optimization Theory and Applications, Springer, vol. 195(2), pages 676-683, November.
    10. John Duggan & Tasos Kalandrakis, 2011. "A Newton collocation method for solving dynamic bargaining games," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 36(3), pages 611-650, April.
    11. H. Xu & B. M. Glover, 1997. "New Version of the Newton Method for Nonsmooth Equations," Journal of Optimization Theory and Applications, Springer, vol. 93(2), pages 395-415, May.
    12. Sanja Rapajić & Zoltan Papp, 2017. "A nonmonotone Jacobian smoothing inexact Newton method for NCP," Computational Optimization and Applications, Springer, vol. 66(3), pages 507-532, April.
    13. G. L. Zhou & L. Caccetta, 2008. "Feasible Semismooth Newton Method for a Class of Stochastic Linear Complementarity Problems," Journal of Optimization Theory and Applications, Springer, vol. 139(2), pages 379-392, November.
    14. C. Kanzow & H. Qi & L. Qi, 2003. "On the Minimum Norm Solution of Linear Programs," Journal of Optimization Theory and Applications, Springer, vol. 116(2), pages 333-345, February.
    15. Kenji Ueda & Nobuo Yamashita, 2012. "Global Complexity Bound Analysis of the Levenberg–Marquardt Method for Nonsmooth Equations and Its Application to the Nonlinear Complementarity Problem," Journal of Optimization Theory and Applications, Springer, vol. 152(2), pages 450-467, February.
    16. Y. D. Chen & Y. Gao & Y.-J. Liu, 2010. "An Inexact SQP Newton Method for Convex SC1 Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 146(1), pages 33-49, July.
    17. Y. Gao, 2004. "Representation of the Clarke Generalized Jacobian via the Quasidifferential," Journal of Optimization Theory and Applications, Springer, vol. 123(3), pages 519-532, December.
    18. J. Chen & L. Qi, 2010. "Pseudotransient Continuation for Solving Systems of Nonsmooth Equations with Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 147(2), pages 223-242, November.
    19. Alain B. Zemkoho & Shenglong Zhou, 2021. "Theoretical and numerical comparison of the Karush–Kuhn–Tucker and value function reformulations in bilevel optimization," Computational Optimization and Applications, Springer, vol. 78(2), pages 625-674, March.
    20. Shaohua Pan & Jein-Shan Chen & Sangho Kum & Yongdo Lim, 2011. "The penalized Fischer-Burmeister SOC complementarity function," Computational Optimization and Applications, Springer, vol. 49(3), pages 457-491, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:265:y:2015:i:c:p:266-274. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.