An efficient Newton-type matrix splitting algorithm for solving generalized absolute value equations with application to ridge regression problems

Abstract

A generalized Newton-based matrix splitting (GNMS) method is proposed for solving the generalized absolute value equations (GAVEs). Under mild conditions, the GNMS method converges to the unique solution of GAVEs. Moreover, we can obtain a few weaker convergence conditions for some existing methods. Numerical results verify the effectiveness of the proposed method.