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Computational Optimization and Applications

, Volume 65, Issue 1, pp 93–108 | Cite as

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

  • J. Y. Bello Cruz
  • O. P. Ferreira
  • L. F. Prudente
Article

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.

Keywords

Absolute value equation Inexact semi-smooth Newton method Global convergence Numerical experiments 

Mathematics Subject Classification

Primary 90C33 Secondary 15A48 

Notes

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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Copyright information

© Springer Science+Business Media New York 2016

Authors and Affiliations

  • J. Y. Bello Cruz
    • 1
  • O. P. Ferreira
    • 1
  • L. F. Prudente
    • 1
  1. 1.IME/UFGGoiâniaBrazil

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