On construction of new NCP functions

Alcantara, Jan Harold; Lee, Chen Han; Nguyen, Chieu Thanh; Chang, Yu Lin; Chen, Jein Shan

doi:10.1016/j.orl.2020.01.002

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Convergence Analysis Using a New C-function1

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2024

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Cited by 6 publications

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“…There are several examples of C-functions [2,17], as well as methods to construct these functions [3]. Popular choices include the natural residual (NR) function and the Fischer-Burmeister (FB) function given respectively by φ NR (s, t) = min(s, t) and φ FB (s, t) = s 2 + t 2 − (s + t).…”

Section: Convergence Analysis Using a New C-functionmentioning

confidence: 99%

Method of Alternating Projection for the Absolute Value Equation

Alcantara¹,

Chen²,

Tam³

2021

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A novel approach for solving the general absolute value equation Ax + B|x| = c where A, B ∈ IR m×n and c ∈ IR m is presented. We reformulate the equation as a feasibility problem which we solve via the method of alternating projections (MAP). The fixed points set of the alternating projections map is characterized under nondegeneracy conditions on A and B. Furthermore, we prove linear convergence of the algorithm. Unlike most of the existing approaches in the literature, the algorithm presented here is capable of handling problems with m = n, both theoretically and numerically.

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Section: Convergence Analysis Using a New C-functionmentioning

confidence: 99%