Optimization ( IF 2.2 ) Pub Date : 2020-09-02 , DOI: 10.1080/02331934.2020.1804568 Dongmei Yu 1, 2 , Cairong Chen 1 , Deren Han 1, 3
ABSTRACT
The fixed point iteration (FPI) method proposed by Ke [Appl Math Lett. 2020;99:105990] for solving the absolute value equations (AVE) with the form is interesting for its simplicity and efficiency. However, its convergence is only guaranteed for the case that , excluding the possible case that . To complete the gap, we develop a modified FPI (MFPI) method for solving the AVE with , which, besides keeping the simplicity of FPI, improves its efficiency by judiciously choosing the involving parameter. Under mild conditions, we prove its linear convergence. We present some preliminary numerical results for , demonstrating its convergence; and compare it with FPI when , illustrating its superiority.
中文翻译:
求解绝对值方程组的一种改进的不动点迭代法
摘要
Ke [Appl Math Lett.] 提出的定点迭代(FPI)方法。2020;99:105990] 用于求解具有以下形式的绝对值方程 (AVE)它的简单性和效率很有趣。但是,它的收敛仅在以下情况下才能保证, 排除可能的情况. 为了弥补这一差距,我们开发了一种改进的 FPI (MFPI) 方法来解决 AVE,除了保持 FPI 的简单性外,还通过明智地选择涉及参数来提高其效率。在温和条件下,我们证明了它的线性收敛性。我们提出了一些初步的数值结果,证明其收敛性;并将其与 FPI 进行比较,说明了它的优越性。