The Picard-HSS iteration method for absolute value equations

DOI10.1007/S11590-014-0727-9MaRDI QIDQ479243zbMATH OpenOpenAlexFDO

Authors Davod Khojasteh Salkuyeh

Publication date 5 December 2014

Published in Optimization Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11590-014-0727-9

zbMATH Keywords

absolute value equationconvergencegeneralized Newton methodPicardPicard-HSS iteration

Mathematics Subject Classification ID

Nonlinear ordinary differential equations and systems (34A34) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Review text

\textit{O. L. Mangasarian} [ibid. 3, No. 1, 101--108 (2009; Zbl 1154.90599)] proposed a generalized Newton method for the absolute value equation (AVE) \(Ax - |x| = b\) and investigated its convergence properties. This paper deals with the convergence of the Picard-HSS iteration method to solve AVE, where \(A\) is a non-symmetric positive definite matrix. Sufficient conditions for the convergence of the method are provided and numerical results are given to show the validity of the theoretical results and efficiency of the method. Numerical results show that the Picard-HSS iteration method is quite suitable for the absolute value problems and that it is comparable with the Picard and generalized Newton methods.

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