2014/03/27 by Mu-Zheng Zhu, Zhu, Mu-Zheng, Yae Qi +1
Computer Science · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Iterative Methods for Nonlinear Equations #Matrix Theory and Algorithms #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
paper · pdf · doi:10.48550/arxiv.1403.7013
openalex publication_date 2014/03/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Salkuyeh proposed the Picard-HSS iteration method to solve the absolute value equation (AVE), which is a class of non-differentiable NP-hard problem. To further improve its performance, a nonlinear HSS-like iteration method is proposed. Compared to that the Picard-HSS method is an inner-outer double-layer iteration scheme, the HSS-like iteration is only a monolayer and the iteration vector could be updated timely. Some numerical experiments are used to demonstrate that the nonlinear HSS-like method is feasible, robust and effective.