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A Non-Monotone Smoothing Newton Algorithm for Solving the System of Generalized Absolute Value Equations

A Non-Monotone Smoothing Newton Algorithm for Solving the System of Generalized Absolute Value Equations

Year:    2025

Author:    Cairong Chen, Dongmei Yu, Deren Han, Changfeng Ma

Journal of Computational Mathematics, Vol. 43 (2025), Iss. 2 : pp. 438–460

Abstract

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.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/10.4208/jcm.2211-m2022-0083

Journal of Computational Mathematics, Vol. 43 (2025), Iss. 2 : pp. 438–460

Published online:    2025-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    23

Keywords:    Generalized absolute value equations Smoothing function Smoothing Newton algorithm Non-monotone line search Global and local quadratic convergence.

Author Details

Cairong Chen

Dongmei Yu

Deren Han

Changfeng Ma