A modified Barzilai-Borwein algorithm for the generalized absolute value equation

DOI10.1016/J.ORL.2022.11.009MaRDI QIDQ6161275zbMATH OpenFDO

Authors Shuang Yang, Shiliang Wu

Publication date 27 June 2023

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.ORL.2022.11.009

zbMATH Keywords

Barzilai-Borwein algorithmgeneralized absolute value equationglobal convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Methods of quasi-Newton type (90C53)

Recommendations

• A modified generalized Newton method for absolute value equations
• Global and finite convergence of a generalized Newton method for absolute value equations
• A modified multivariate spectral gradient algorithm for solving absolute value equations
• Modified HS conjugate gradient method for solving generalized absolute value equations
• The new iteration algorithm for absolute value equation

Cites work

• A fixed point method for the linear complementarity problem arising from American option pricing
• A generalized Newton method for absolute value equations
• A theorem of the alternatives for the equationAx+B|x| =b
• Absolute value equations
• An algorithm for solving the absolute value equation
• Modified Newton-type iteration methods for generalized absolute value equations
• On the Barzilai and Borwein choice of steplength for the gradient method
• On the unique solution of the generalized absolute value equation
• SOR-like iteration method for solving absolute value equations
• The Linear Complementarity Problem
• Two-Point Step Size Gradient Methods

Cited in

(3)

• A modified multivariate spectral gradient algorithm for solving absolute value equations
• An overview of absolute value equations: from theory to solution methods and challenges
• Generalized SOR-like iteration methods for absolute value equations associated with circular cones

This page was built for publication: A modified Barzilai-Borwein algorithm for the generalized absolute value equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6161275)