We investigate the NP-hard absolute value equation (AVE) Ax−|x|=b, where A is an arbitrary n×n real matrix. In this paper, we propose a smoothing Newton method for the AVE. When the singular values of A exceed 1, we show that this proposed method is globally convergent and the convergence rate is quadratic. Preliminary numerical results show that this method is promising.
展开▼
机译:我们研究NP硬绝对值方程(AVE)Ax- | x | = b,其中A是任意n×n实矩阵。在本文中,我们为AVE提出了一种平滑牛顿法。当A的奇异值超过1时,我们表明该方法是全局收敛的,收敛速度是二次的。初步数值结果表明该方法是有前途的。
展开▼