On the global convergence of the inexact semi-smooth Newton method for absolute value equation
arXiv:1508.0158175 citationsh-index: 26
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Provides theoretical convergence guarantees for a numerical method solving absolute value equations, which is a known problem in optimization and linear algebra.
The paper establishes global Q-linear convergence for the inexact nonsmooth Newton method applied to absolute value equations, with numerical experiments demonstrating practical viability.
In this paper, we investigate global convergence properties of the inexact nonsmooth Newton method for solving the system of absolute value equations (AVE). Global $Q$-linear convergence is established under suitable assumptions. Moreover, we present some numerical experiments designed to investigate the practical viability of the proposed scheme.