A generalized Newton method for absolute value equations associated with second order cones
DOI10.1016/j.cam.2010.08.036zbMath1204.65065OpenAlexW1964493541MaRDI QIDQ609239
Qiong Zhang, Sheng-Long Hu, Zheng-Hai Huang
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
numerical resultslinear complementarity problemgeneralized Newton algorithmlocal quadratic convergenceabsolute value equationssecond order coneglobal linear convergence
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Linear programming (90C05) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Linear equations (linear algebraic aspects) (15A06)
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