Convergence results for some piecewise linear solvers

被引:0
|
作者
Manuel Radons
Siegfried M. Rump
机构
[1] Technische Universität Berlin,Chair of Discrete Mathematics/Geometry
[2] Hamburg University of Technology,Institute for Reliable Computing
来源
Optimization Letters | 2022年 / 16卷
关键词
Absolute value equation; Piecewise linear system; Sign-real spectral radius; Linear complementarity problems;
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摘要
Let A be a real n×n\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$n\times n$$\end{document} matrix and z,b∈Rn\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$z,b\in \mathbb R^n$$\end{document}. The piecewise linear equation system z-A|z|=b\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$z-A\vert z\vert = b$$\end{document} is called an absolute value equation. In this note we consider two solvers for uniquely solvable instances of the latter problem, one direct, one semi-iterative. We slightly extend the existing correctness, resp. convergence, results for the latter algorithms and provide numerical tests.
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页码:1663 / 1673
页数:10
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