A globally and quadratically convergent method for absolute value equations
We investigate the NP-hard absolute value equation (AVE) Ax−|x|=b, where A is an arbitrary n×n real matrix. In this paper, we propose a smoothing Newton method for the AVE. When the singular values of A exceed 1, we show that this proposed method is globally convergent and the convergence rate is qu...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Springer, Van Godewijckstraat
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/30213 |