二阶锥相关绝对值方程的Levenberg-Marquardt方法

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY Accounts of Chemical Research Pub Date : 2022-01-01 DOI:10.3934/naco.2021050

Xin He Miao, Kai Yao, Ching-Yu Yang, Jein-Shan Chen

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引用次数: 6

摘要

在本文中，我们提出了用Armijo线搜索的Levenberg-Marquardt方法来求解与二阶锥相关的绝对值方程(简称SOCAVE)，这是近十年来文献中经常讨论的标准绝对值方程的推广。分析了该算法的收敛性。通过数值计算，不仅证明了该方法的有效性，而且还与光滑牛顿法进行了数值比较。这表明该算法也可以作为求解SOCAVE的一个很好的选择。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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

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.

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.