A quadratically convergent descent method for the absolute value equation \(Ax + B |x| = b\)

DOI10.1016/j.orl.2019.03.014zbMath1476.65077OpenAlexW2929729682MaRDI QIDQ2294305

Jingyong Tang, Jin Chuan Zhou

Publication date: 10 February 2020

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

Full work available at URL: https://doi.org/10.1016/j.orl.2019.03.014

zbMATH Keywords

descent methodabsolute value equationquadratical convergenceregularity of interval matrices

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

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