A new three-term spectral subgradient method for solving absolute value equation

Abstract

In this paper, a new three-term spectral conjugate subgradient method is presented to solve an absolute value equation. The new method is constructed based on conjugate gradient method proposed by Dai & Yuan and Barzilai & Borwein technique. In each iteration, a descent direction is generated. The global convergence of the new method is established under some mild assumptions. The numerical results are reported, showing the efficiency of our method.

Keywords:

• Absolute value equation
• conjugate subgradient method
• wolfe conditions
• global convergence

2000 Mathematics SUBJECT CLASSIFICATIONS:

• 90C30
• 93E24
• 34A34

Disclosure statement

No potential conflict of interest was reported by the author(s).