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arXiv · 2111.13808

A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations

Cairong Chen·Dongmei Yu·Deren Han·Changfeng Ma
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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.

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Cairong Chen, Dongmei Yu, Deren Han, Changfeng Ma. 2021-11-27. A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations. https://doi.org/10.4208/jcm.2211-m2022-0083

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