求解二阶锥绝对值方程组的惯性two-sweep迭代法

Inertial Two-sweep Iteration for Absolute Value Equations Associated with Second Order Cones

提出一种求解二阶锥绝对值方程组(SOCAVE)的惯性two-sweep迭代法。通过引入一个惯性项和一个恒等式,在系统矩阵和迭代矩阵满足一定条件的情况下,分析该算法的收敛性,数值结果表明所提出的方法是可行且有效的。

An inertial two-sweep iteration method for solving absolute value equations associated with second order cones(SOCAVE)is presented.By introducing an inertia term and an identity,the convergence of the proposed algorithm is analyzed when the system matrix and the iterative matrix meet certain conditions.The numerical results show that the proposed method is feasible and effective.