A modified Barzilai-Borwein algorithm for the generalized absolute value equation

DOI10.1016/j.orl.2022.11.009zbMath1525.65055MaRDI QIDQ6161275

Shuang Yang, Unnamed Author

Publication date: 27 June 2023

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

zbMATH Keywords

global convergencegeneralized absolute value equationBarzilai-Borwein algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Cites Work

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• Absolute value equations
• A generalized Newton method for absolute value equations
• SOR-like iteration method for solving absolute value equations
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• Modified Newton-type iteration methods for generalized absolute value equations
• The Linear Complementarity Problem
• Two-Point Step Size Gradient Methods
• A theorem of the alternatives for the equationAx+B|x| =b
• On the Barzilai and Borwein choice of steplength for the gradient method

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