• Corpus ID: 244714252

A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations

@article{Chen2021ANS,
  title={A non-monotone smoothing Newton algorithm for solving the system of generalized absolute value equations},
  author={Cai-Rong Chen and Dong Won Yu and Deren Han and Changfeng Ma},
  journal={ArXiv},
  year={2021},
  volume={abs/2111.13808}
}
The system of generalized absolute value equations (GAVE) has attracted more and more attention in the optimization community. In this paper, by introducing a smoothing function, we develop a smoothing Newton algorithm with non-monotone line search to solve the GAVE. We show that the non-monotone algorithm is globally and locally quadratically convergent under a weaker assumption than those given in most existing algorithms for solving the GAVE. Numerical results are given to demonstrate the… 

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