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光滑化牛顿法求解广义绝对值方程
引用本文:邓永坤,王海军,陈飞.光滑化牛顿法求解广义绝对值方程[J].数学杂志,2014,34(6):1125-1133.
作者姓名:邓永坤  王海军  陈飞
作者单位:中国矿业大学理学院;
基金项目:中央高校基本科研业务费专项基金(2010LKSX01)
摘    要:本文研究了广义绝对值方程Ax-|Bx-c|=b的求解问题.利用一个光滑的NCP函数将广义绝对值方程转化为等价的光滑方程组,获得了算法全局超线性收敛性的结果.并给出数值实验验证了理论分析及算法的有效性.

关 键 词:广义绝对值方程  垂直线性互补问题  光滑函数  牛顿法
收稿时间:2012/6/20 0:00:00
修稿时间:2012/10/25 0:00:00

SMOOTHING NEWTON METHOD FOR GENERALIZED ABSOLUTE VALUE EQUATION
DENG Yong-kun,WANG Hai-jun and CHEN Fei.SMOOTHING NEWTON METHOD FOR GENERALIZED ABSOLUTE VALUE EQUATION[J].Journal of Mathematics,2014,34(6):1125-1133.
Authors:DENG Yong-kun  WANG Hai-jun and CHEN Fei
Institution:School of Sciences, China University of Mining and Technology, Xuzhou 221116, China,School of Sciences, China University of Mining and Technology, Xuzhou 221116, China and School of Sciences, China University of Mining and Technology, Xuzhou 221116, China
Abstract:In this article, we study the generalized absolute value equation (GAVE) Ax-|Bx-c| = b. By using a smoothing NCP-function, the GAVE can be reformulated as the equivalent smoothing functions. Under suitable assumptions, we obtain the global and superlinear convergence results of the proposed algorithm. Numerical experiments indicate that the theoretic analysis and the proposed algorithm are feasible and effective.
Keywords:generalized absolute value equation  vertical linear complementarity problems  smoothing functions  Newton method
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