Title of article :
Augmented Lagrangian Method for Finding Minimum Norm Solution to the Absolute Value Equation
Author/Authors :
Ketabchi ، Saeed - University of Guilan , Moosaei ، Hossein - University of Bojnord
Abstract :
In this paper, we give an algorithm to compute the minimum 1norm solution to the absolute value equation (AVE). The augmented Lagrangian method is investigated for solving this problems . This approach leads to an unconstrained minimization problem with once differentiable convex objective function. We propose a quasi-Newton method for solving unconstrained optimization problem. Computational results show that convergence to high accuracy often occurs in just a few iterations.
Keywords :
Absolute value equation , Minimum norm solution , Generalized Newton method , Augmented Lagrangian method.
Journal title :
Iranian Journal of Numerical Analysis and Optimization
Journal title :
Iranian Journal of Numerical Analysis and Optimization