Journal of Changshu Institute of Technology2016，Vol.30Issue(2)：86-90,5.
求解绝对值方程的PRP型梯度算法
The PRP Conjugate Gradient Algorithm for Solving the Absolute Value Equations
摘要
Abstract
In this paper, the authors propose a new algorithm for solving the absolute value equation (AVE):Ax-|x|=b. Under the condition of coefficient matric A , which is symmetric and positive definite, absolute value equation is equivalent to an unconstrained optimization problem. The authors apply the PRP conjugate gradient algorithm for solving the absolute value equation based on the unconstrained optimization problem. The conver⁃gence of the proposed method is discussed under suitable conditions. Besides, numerical results are presented to show the efficiency of the new method.关键词
绝对值方程/PRP共轭梯度法/收敛性/无约束最优化Key words
absolute value equations/PRP conjugate gradient method/convergence/unconstrained optimization分类
数理科学引用本文复制引用
祝文娟,严涛..求解绝对值方程的PRP型梯度算法[J].Journal of Changshu Institute of Technology,2016,30(2):86-90,5.基金项目
国家自然科学基金“对称锥均衡约束规划的算法研究” （）
