A generalized Newton method for absolute value equations associated with circular cones

摘要

In this paper, we study a class of absolute value equations associated with circular cone (CCAVE for short), which is a generalization of the absolute value equations discussed recently in the literature, analogously to the fact that circular cone is the very generalization of the second-order cone. We show that the CCAVE is equivalent to a class of circular cone linear complementarity problems, and hence generalize the well-known equivalence between absolute value equations and linear complementarity problems. Useful properties of the generalized differential of the absolute value function over the circular cone are investigated, which helps to propose a generalized Newton method for solving the CCAVE. The convergence of this method is established under mild conditions, as well as the efficiency of which is illustrated by some preliminary numerical results.