A generalized Newton method for absolute value equations associated with second order cones

DOI10.1016/j.cam.2010.08.036zbMath1204.65065MaRDI QIDQ609239

Zheng-Hai Huang, Qiong Zhang, Sheng-Long Hu

Publication date: 30 November 2010

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2010.08.036

zbMATH Keywords

numerical results; linear complementarity problem; generalized Newton algorithm; local quadratic convergence; absolute value equations; second order cone; global linear convergence

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C30: Nonlinear programming

90C05: Linear programming

90C53: Methods of quasi-Newton type

90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)

15A06: Linear equations (linear algebraic aspects)

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A branch-and-bound method for absolute value programs, Equilibrium problems involving the Lorentz cone

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