Levenberg-marquardt method for absolute value equation associated with second-order cone

Xin He Miao, Kai Yao, Ching Yu Yang, Jein Shan Chen*

*此作品的通信作者

研究成果: 雜誌貢獻期刊論文同行評審

摘要

In this paper, we suggest the Levenberg-Marquardt method with Armijo line search for solving absolute value equations associated with the second-order cone (SOCAVE for short), which is a generalization of the stan-dard absolute value equation frequently discussed in the literature during the past decade. We analyze the convergence of the proposed algorithm. For numerical reports, we not only show the efficiency of the proposed method, but also present numerical comparison with smoothing Newton method. It indi-cates that the proposed algorithm could also be a good choice for solving the SOCAVE.

原文英語
頁(從 - 到)47-61
頁數15
期刊Numerical Algebra, Control and Optimization
12
發行號1
DOIs
出版狀態已發佈 - 2022 3月

ASJC Scopus subject areas

  • 代數與數理論
  • 控制和優化
  • 應用數學

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