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
Pages :
8
From page :
57
To page :
64
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
Serial Year :
2017
Journal title :
Iranian Journal of Numerical Analysis and Optimization
Record number :
2440875
Link To Document :
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