绝对值方程的非单调光滑算法

Nonmonotone Smoothing Algorithm for the Absolute Value Equation

给出了一个新的非单调线性搜索技术,其包含传统的单调线性搜索和一些非单调线性搜索.基于新的非单调技术,给出了一个求解绝对值方程的光滑算法,证明了算法具有全局和局部二次收敛性质.数值试验表明算法是有效的.

A new nonmonotone linear search technique was introduced, which includes the traditional monotone linear search rule and some existing nonmonotone linear search rules as special cases. Based on this new nonmonotone linear search technique, a smoothing algorithm for solving the absolute value equation was proposed. The algorithm is globally and locally quadratically convergent. Numerical experiments demonstrated the efficiency of the algorithm.