求解绝对值方程的单调块坐标下降法

IF 2.9 2区数学 Q1 MATHEMATICS, APPLIED

Applied Mathematics Letters Pub Date : 2025-01-30 DOI:10.1016/j.aml.2025.109479

Tingting Luo , Jiayu Liu , Cairong Chen , Qun Wang

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引用次数: 0

摘要

Noor et al.（2011）在构建下降方向时错误地使用了目标函数的二阶泰勒展开。因此，所提出的分块坐标下降法具有非单调性，缺乏严格的收敛性分析。这促使我们提出一种求解绝对值方程的单调块坐标下降法。在适当的条件下，分析了算法的全局收敛性，并通过数值实验验证了算法的可行性和有效性。

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A monotone block coordinate descent method for solving absolute value equations

In Noor et al. (2011), the second-order Taylor expansion of the objective function is incorrectly used in constructing the descent direction. Thus, the proposed block coordinate descent method is non-monotone and a strict convergence analysis is lack. This motivates us to propose a monotone block coordinate descent method for solving absolute value equations. Under appropriate conditions, we analyze the global convergence of the algorithm and conduct numerical experiments to demonstrate its feasibility and effectiveness.

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来源期刊

Applied Mathematics Letters 数学-应用数学

CiteScore

7.70

自引率

5.40%

发文量

347

审稿时长

10 days

期刊介绍： The purpose of Applied Mathematics Letters is to provide a means of rapid publication for important but brief applied mathematical papers. The brief descriptions of any work involving a novel application or utilization of mathematics, or a development in the methodology of applied mathematics is a potential contribution for this journal. This journal''s focus is on applied mathematics topics based on differential equations and linear algebra. Priority will be given to submissions that are likely to appeal to a wide audience.