On Newton-type approach for piecewise linear systems (Q5962296)
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scientific article; zbMATH DE number 5789778
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English | On Newton-type approach for piecewise linear systems |
scientific article; zbMATH DE number 5789778 |
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On Newton-type approach for piecewise linear systems (English)
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21 September 2010
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The authors propose two Newton-type methods for numerical solution of a piecewise linear system \(\max \{0, x \} +Tx = b\), where the operator \(\max\) is considered componentwise, \(b\) is a known \(n\)-dimensional real vector and the \(n \times n\) matrix \(T\) is irreducible, symmetric, positive semidefinite and satisfying certain properties. They prove the finite termination of the Newton-type algorithms under some relaxed assumptions.
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nonnegative matrix
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monotone matrix
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piecewise linear systems
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Newton-type methods
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finite termination property
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