A two-step Newton-type method for solving system of absolute value equations. (English) Zbl 1459.65065
Summary: In this paper, we suggest a Newton-type method for solving the system of absolute value equations. This new method is a two-step method with the generalized Newton method as predictor. Convergence of the proposed method is proved under some suitable conditions. At the end, we take several numerical examples to show that the new method is very effective.
MSC:
| 65H10 | Numerical computation of solutions to systems of equations |
| 90C33 | Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) |
References:
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