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Inexact Newton-type method for solving large-scale absolute value equation A x - | x | = b

Jingyong Tang (2024)

Applications of Mathematics

Newton-type methods have been successfully applied to solve the absolute value equation A x - | x | = b (denoted by AVE). This class of methods usually solves a system of linear equations exactly in each iteration. However, for large-scale AVEs, solving the corresponding system exactly may be expensive. In this paper, we propose an inexact Newton-type method for solving the AVE. In each iteration, the proposed method solves the corresponding system only approximately. Moreover, it adopts a new line search technique,...

Iterative methods with analytical preconditioning technique to linear complementarity problems: application to obstacle problems

H. Saberi Najafi, S. A. Edalatpanah (2013)

RAIRO - Operations Research - Recherche Opérationnelle

For solving linear complementarity problems LCP more attention has recently been paid on a class of iterative methods called the matrix-splitting. But up to now, no paper has discussed the effect of preconditioning technique for matrix-splitting methods in LCP. So, this paper is planning to fill in this gap and we use a class of preconditioners with generalized Accelerated Overrelaxation (GAOR) methods and analyze the convergence of these methods for LCP. Furthermore, Comparison between our methods...

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