Augmented Lagrangian Method for Finding Minimum Norm Solution to the Absolute Value Equation
نویسندگان
1 Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Guilan, P.O. Box 1914, Rasht, Iran.
2 Department of Mathematics, Faculty of Science, University of Bojnord, Bojnord, Iran.
doi
10.22067/ijnao.v7i2.57912چکیده
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.
