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 wit...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.展开更多
基金supported by the Natural Science Foundation of Fujian Province(Grant No.2021J01661)by the National Natural Science Foundation of China(Grant No.11901024)+5 种基金supported by the National Natural Science Foundation of China(Grant No.12201275)by the Ministry of Education in China of Humanities and Social Science Project(Grant No.21YJCZH204)by the Liaoning Provincial Department of Education(Grant No.JYTZD2023072)supported by the National Natural Science Foundation of China(Grant No.12131004)by the Ministry of Science and Technology of China(Grant No.2021YFA1003600)supported by the National Key Research and Development Program of China(Grant No.2019YFC0312003).
文摘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.
