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

zbMATH Keywords

numerical resultslinear complementarity problemgeneralized Newton algorithmlocal quadratic convergenceabsolute value equationssecond order coneglobal linear convergence

Mathematics Subject Classification ID

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)

Related Items

Direct solution of piecewise linear systems, Unified smoothing functions for absolute value equation associated with second-order cone, Duality of nonconvex optimization with positively homogeneous functions, A shift splitting iteration method for generalized absolute value equations, On SOR-like iteration methods for solving weakly nonlinear systems, A generalization of the AOR iteration method for solving absolute value equations, Further study on tensor absolute value equations, A relaxed generalized Newton iteration method for generalized absolute value equations, A modified generalized Newton method for absolute value equations, On the modified Hermitian and skew-Hermitian splitting iteration methods for a class of weakly absolute value equations, A semi-smooth Newton method for projection equations and linear complementarity problems with respect to the second order cone, A Preconditioned AOR Iterative Method for the Absolute Value Equations, Convergence results for some piecewise linear solvers, On the solution of general absolute value equations, Semidefinite Relaxation Methods for Tensor Absolute Value Equations, A new SOR-like method for solving absolute value equations, Modified Newton-type iteration methods for generalized absolute value equations, Absolute value equations with data uncertainty in the $l_1$ and $l_\infty$ norm balls, Relaxed-based matrix splitting methods for solving absolute value equations, Modified SOR-like method for absolute value equations, Unnamed Item, On matrix characterizations for \(P\)-property of the linear transformation in second-order cone linear complementarity problems, A modified SOR-like method for absolute value equations associated with second order cones, A generalized Newton method for absolute value equations associated with circular cones, On generalized Traub's method for absolute value equations, A modified multivariate spectral gradient algorithm for solving absolute value equations, Convergent conditions of the generalized Newton method for absolute value equation over second order cones, SOR-like iteration method for solving absolute value equations, Numerical comparisons based on four smoothing functions for absolute value equation, Weaker convergent results of the generalized Newton method for the generalized absolute value equations, A branch-and-bound method for absolute value programs, Neural network based on systematically generated smoothing functions for absolute value equation, A smoothing Newton method for absolute value equation associated with second-order cone, The new iteration algorithm for absolute value equation, Newton-based matrix splitting method for generalized absolute value equation, Equilibrium problems involving the Lorentz cone, A new two-step iterative method for solving absolute value equations, The existence and uniqueness of solution for tensor complementarity problem and related systems, Levenberg-Marquardt method for absolute value equation associated with second-order cone, The sparsest solution to the system of absolute value equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A globally and quadratically convergent method for absolute value equations
• Absolute value equations
• Absolute value programming
• Smoothing algorithms for complementarity problems over symmetric cones
• A generalized Newton method for absolute value equations
• Knapsack feasibility as an absolute value equation solvable by successive linear programming
• On programming with absolute value functions
• Second-order cone programming
• Complementarity functions and numerical experiments on some smoothing Newton methods for second-order-cone complementarity problems
• Sub-quadratic convergence of a smoothing Newton algorithm for the \(P_0\)- and monotone LCP
• A note on absolute value equations
• A nonsmooth version of Newton's method
• Absolute value equation solution via concave minimization
• A descent method for a reformulation of the second-order cone complementarity problem
• Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions
• On equivalent reformulations for absolute value equations
• Smoothing Functions for Second-Order-Cone Complementarity Problems
• A theorem of the alternatives for the equationAx+B|x| =b
• Technical Note—“Linear” Programming with Absolute-Value Functionals