Augmented Lagrangian Method for Finding Minimum Norm Solution to the Absolute Value Equation
In this paper, we give an algorithm to compute the minimum 1-norm 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 objectiv...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Ferdowsi University of Mashhad
2017-10-01
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| Series: | Iranian Journal of Numerical Analysis and Optimization |
| Subjects: | |
| Online Access: | https://ijnao.um.ac.ir/article_24567_25c1b6aedf63ce96172f888d48396484.pdf |
| Summary: | In this paper, we give an algorithm to compute the minimum 1-norm 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. |
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| ISSN: | 2423-6977 2423-6969 |