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| 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 |
| DOI： |
| 分类号:O242.2 |
| 基金项目:中央高校基本科研业务费专项基金(2010LKSX01). |
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| SMOOTHING NEWTON METHOD FOR GENERALIZED ABSOLUTE VALUE EQUATION |
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DENG Yong-kun,WANG Hai-jun,CHEN Fei
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| 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. |
| Key words: generalized absolute value equation vertical linear complementarity problems smoothing functions Newton method |
