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On the global convergence of the inexact semi-smooth Newton method for absolute value equation

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Abstract

In this paper, we investigate global convergence properties of the inexact nonsmooth Newton method for solving the system of absolute value equations. 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.

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Acknowledgments

This work was partially supported by CAPES-MES-CUBA 226/2012 and UNIVERSAL FAPEG/CNPq Projects. J. Y. Bello Cruz is partially supported by CNPq Grants 303492/2013-9, 474160/2013-0. O. P. Ferreira is partially supported by FAPEG, CNPq Grants 4471815/2012-8, 305158/2014-7. L. F. Prudente is partially supported by FAPEG.

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  1. IME/UFG, Avenida Esperança, s/n Campus Samambaia, Goiânia, GO, 74690-900, Brazil

    J. Y. Bello Cruz, O. P. Ferreira & L. F. Prudente

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  1. J. Y. Bello Cruz
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  2. O. P. Ferreira
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  3. L. F. Prudente
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Correspondence to L. F. Prudente.

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Bello Cruz, J.Y., Ferreira, O.P. & Prudente, L.F. On the global convergence of the inexact semi-smooth Newton method for absolute value equation. Comput Optim Appl 65, 93–108 (2016). https://doi.org/10.1007/s10589-016-9837-x

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