A monotone block coordinate descent method for solving absolute value equations☆

In Noor et al. (2011), the second-order Taylor expansion of the objective function is incorrectly used in constructing the descent direction. Thus, the proposed block coordinate descent method is non-monotone and a strict convergence analysis is lack. This motivates us to propose a monotone block coordinate descent method for solving absolute value equations. Under appropriate conditions, we analyze the global convergence of the algorithm and conduct numerical experiments to demonstrate its feasibility and effectiveness.