A NON-MONOTONE SMOOTHING NEWTON ALGORITHM FOR SOLVING THE SYSTEM OF GENERALIZED ABSOLUTE VALUE EQUATIONS  

作　　者：Cairong Chen Dongmei Yu Deren Han Changfeng Ma 

机构地区：[1]School of Mathematics and Statistics,Key Laboratory of Analytical Mathematics and Applications(Ministry of Education),Fujian Provincial Key Laboratory of Statistics and Artificial Intelligence,Fujian Normal University,Fuzhou 350117,P.R.China [2]Institute for Optimization and Decision Analytics,College of Science,Liaoning Technical University,Fuxin 123000,P.R.China [3]LMIB of the Ministry of Education,School of Mathematical Sciences,Beihang University,Beijing 100191,P.R.China

出　　处：《Journal of Computational Mathematics》2025年第2期438-460,共23页计算数学(英文)

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);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).

摘　　要：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.

关 键 词：Generalized absolute value equations Smoothing function Smoothing Newton algorithm Non-monotone line search Global and local quadratic convergence 

分 类 号：O17[理学—数学]