Levenberg-Marquardt method for absolute value equation associated with second-order cone

<p style='text-indent:20px;'>In this paper, we suggest the Levenberg-Marquardt method with Armijo line search for solving absolute value equations associated with the second-order cone (SOCAVE for short), which is a generalization of the standard absolute value equation frequently discussed in the literature during the past decade. We analyze the convergence of the proposed algorithm. For numerical reports, we not only show the efficiency of the proposed method, but also present numerical comparison with smoothing Newton method. It indicates that the proposed algorithm could also be a good choice for solving the SOCAVE.</p>

Convergence results for some piecewise linear solvers

Let A be a real $$n\times n$$ n × n matrix and $$z,b\in \mathbb R^n$$ z , b ∈ R n . The piecewise linear equation system $$z-A\vert z\vert = b$$ z - A | z | = b is called an absolute value equation. In this note we consider two solvers for uniquely solvable instances of the latter problem, one direct, one semi-iterative. We slightly extend the existing correctness, resp. convergence, results for the latter algorithms and provide numerical tests.