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.
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 theequivalent smoothing functions. Under suitable assumptions, we obtain the global and superlinearconvergence results of the proposed algorithm. Numerical experiments indicate that the theoreticanalysis and the proposed algorithm are feasible and effective.
出处
《数学杂志》
CSCD
北大核心
2014年第6期1125-1133,共9页
Journal of Mathematics
基金
中央高校基本科研业务费专项基金(2010LKSX01)
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
generalized absolute value equation
vertical linear complementarity problems
smoothing functions
Newton method
