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Generalized equations and the generalized Newton method

โœ Scribed by Livinus U. Uko


Book ID
110573188
Publisher
Springer-Verlag
Year
1996
Tongue
English
Weight
797 KB
Volume
73
Category
Article
ISSN
0025-5610

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A generalized Newton method for absolute
โœ O. L. Mangasarian ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Springer-Verlag ๐ŸŒ English โš– 129 KB

A direct generalized Newton method is proposed for solving the NP-hard absolute value equation (AVE) Ax -|x| = b when the singular values of A exceed 1. A simple MATLAB implementation of the method solved 100 randomly generated 1,000-dimensional AVEs to an accuracy of 10 -6 in less than 10 s each. S