TY - JOUR
T1 - A Non-Monotone Smoothing Newton Algorithm for Solving the System of Generalized Absolute Value Equations
AU - Chen , Cairong
AU - Yu , Dongmei
AU - Han , Deren
AU - Ma , Changfeng
JO - Journal of Computational Mathematics
VL - 2
SP - 438
EP - 460
PY - 2024
DA - 2024/11
SN - 43
DO - http://doi.org/10.4208/jcm.2211-m2022-0083
UR - https://global-sci.org/intro/article_detail/jcm/23545.html
KW - Generalized absolute value equations, Smoothing function, Smoothing Newton algorithm, Non-monotone line search, Global and local quadratic convergence.
AB - <p style="text-align: justify;">The system of generalized absolute value equations (GAVE) has attracted more and
more attention in the optimization community. In this paper, by introducing a smoothing
function, we develop a smoothing Newton algorithm with non-monotone line search to solve
the GAVE. We show that the non-monotone algorithm is globally and locally quadratically
convergent under a weaker assumption than those given in most existing algorithms for
solving the GAVE. Numerical results are given to demonstrate the viability and efficiency
of the approach.</p>