Abstract
The operator splitting methods exhibit excellent ability in solving large-scale absolute value equations, especially the inexact versions. However, two important parameters that play a crucial role in numerical performance are not judiciously addressed. One is the parameter in the residual, which is fixed as a constant. The other one is the error tolerance parameter in the inaccuracy criterion, which is hard to determine since it involves the estimation of an error bound constant. In this paper, by using a different potential function in convergence analysis, we design two new error criteria whose parameters do not rely on any estimation of other parameters. The algorithms are flexible in the sense that the accuracy criterion is relative, and the parameter is arbitrary in an interval. Our methods avoid the task of presetting a sequence of parameters in the absolute error accuracy criterion and the estimation of an upper bound involving the input data in other relative accuracy criteria. We also present the linear rate of convergence of proposed algorithms under the error bound condition. We report some promising numerical results.



Similar content being viewed by others
Data Availability
Enquiries about data availability should be directed to the authors.
References
Rohn, J.: A theorem of the alternatives for the equation \(Ax+ B|x|= b\). Linear Multilinear Algebra 52(6), 421–426 (2004)
Mangasarian, O.L., Meyer, R.R.: Absolute value equations. Linear Algebra Appl. 419(2–3), 359–367 (2006)
Mangasarian, O.L.: Absolute value programming. Comput. Optim. Appl. 36(1), 43–53 (2007)
Bu, F., Ma, C.F.: The tensor splitting methods for solving tensor absolute value equation. Comput. Appl. Math. 39, 1–11 (2020)
Du, S.Q., Zhang, L.P., Chen, C.Y., et al.: Tensor absolute value equations. Science China Math. 61, 1695–1970 (2018)
Ling, C., Yan, W.J., He, H.J., et al.: Further study on tensor absolute value equations. Science China Math. 63, 2156–2173 (2020)
Miao, X.H., Yang, J.T., Hu, S.L.: A generalized Newton method for absolute value equations associated with circular cones. Appl. Math. Comput. 269, 155–168 (2015)
Hu, S.L., Huang, Z.H., Zhang, Q.: A generalized Newton method for absolute value equations associated with second-order cones. J. Comput. Appl. Math. 235(5), 1490–1501 (2011)
Nguyen, C.T., Saheya, B., Chang, Y.L., et al.: Unified smoothing functions for absolute value equation associated with second-order cones. Appl. Numer. Math. 135(5), 206–227 (2019)
Rohn, J.: On unique solvability of the absolute value equation. Optim. Lett. 3(4), 603–606 (2009)
Rohn, J., Hooshyarbakhsh, V., Farhadsefat, R.: An iterative method for solving absolute value equations and sufficient conditions for unique solvability. Optim. Lett. 8(1), 35–44 (2014)
Wu, S.L., Li, C.X.: The unique solution of the absolute value equations. Appl. Math. Lett. 76, 195–200 (2018)
Wu, S.L., Li, C.X.: A note on unique solvability of the absolute value equation. Optim. Lett. 14(7), 1957–1960 (2020)
Mangasarian, O.L.: Absolute value equation solution via concave minimization. Optim. Lett. 1, 3–8 (2007)
Zamani, M., Hladik, M.: A new concave minimization algorithm for the absolute value equation solution. Optim. Lett. 15, 2241–2254 (2021)
Mangasarian, O.L.: Knapsack feasibility as an absolute value equation solvable by successive linear programming. Optim. Lett. 3, 161–170 (2009)
Zainali, N., Lotfi, T.: On developing a stable and quadratic convergent method for solving absolute value equation. J. Comput. Appl. Math. 330, 742–747 (2018)
Zhang, C., Wei, Q.J.: Global and finite convergence of a generalized newton method for absolute value equations. J. Optim. Theory Appl. 143, 391–403 (2009)
Lian, Y.Y., Li, C.X., Wu, S.L.: Weaker convergent results of the generalized newton method for the generalized absolute value equations. J. Comput. Appl. Math. 338, 221–226 (2018)
Mangasarian, O.L.: A generalized Newton method for absolute value equations. Optim. Lett. 3(1), 101–108 (2009)
Bello Cruz, J.Y., Ferreira, O.P., Prudente, L.F.: On the global convergence of the inexact semi-smooth Newton method for absolute value equation. Comput. Optim. Appl. 65(1), 93–108 (2016)
Ke, Y.F., Ma, C.F.: SOR-like iteration method for solving absolute value equations. Appl. Math. Comput. 311, 195–202 (2017)
Wang, A., Cao, Y., Chen, J.X.: Modified Newton-type iteration methods for generalized absolute value equations. J. Optim. Theory Appl. 181(1), 216–230 (2019)
Salkuyeh, D.K.: The Picard-HSS iteration method for absolute value equations. Optim. Lett. 8(8), 2191–2202 (2014)
Caccetta, L., Qu, B., Zhou, G.: A globally and quadratically convergent method for absolute value equations. Comput. Optim. Appl. 48(1), 45–58 (2011)
Abdallah, L., Haddou, M., Migot, T.: Solving absolute value equation using complementarity and smoothing functions. J. Comput. Appl. Math. 327, 196–207 (2018)
Jiang, X.Q., Zhang, Y.: A smoothing-type algorithm for absolute value equations. J. Ind. Manage. Optim. 9(4), 789–798 (2013)
Hashemi, F., Ketabchi, S.: Numerical comparisons of smoothing functions for optimal correction of an infeasible system of absolute value equations. Numer. Algebra Control Optim. 10(1), 13–21 (2020)
Saheya, B., Yu, C.H., Chen, J.S.: Numerical comparisons based on four smoothing functions for absolute value equation. J. Appl. Math. Comput. 56, 131–149 (2018)
Hu, S.L., Huang, Z.H.: A note on absolute value equations. Optim. Lett. 4(3), 417–424 (2010)
Facchinei, F., Pang, J.S.: Finite-Dimensional Variational Inequalities and Complementarity Problems. Springer, Berlin (2003)
He, B.S.: Inexact implicit methods for monotone general variational inequalities. Math. Program. 86(1), 199–217 (1999)
Chen, C.R., Yu, D.M., Han, D.R.: Exact and inexact Douglas–Rachford splitting methods for solving large-scale sparse absolute value equations. IMA J. Numer. Anal. 43(2), 1036–1060 (2023)
Luo, Z.Q., Tseng, P.: Error bounds and convergence analysis of feasible descent methods: a general approach. Ann. Oper. Res. 46(1), 157–178 (1993)
Zheng, X.Y., Ng, K.F.: Metric subregularity of piecewise linear multifunctions and applications to piecewise linear multiobjective optimization. SIAM J. Optim. 24(1), 154–174 (2014)
Han, D.R.: Inexact operator splitting methods with selfadaptive strategy for variational inequality problems. J. Optim. Theory Appl. 132(2), 227–243 (2007)
Ge, Z.L., Qian, G., Han, D.R.: Global convergence of an inexact operator splitting method for monotone variational inequalities. J. Ind. Manage. Optim. 7(4), 1013–1026 (2011)
Li, M., Bnouhachem, A.: A modified inexact operator splitting method for monotone variational inequalities. J. Global Optim. 41(3), 417–426 (2008)
He, B.S., Liao, L.Z., Wang, S.L.: Self-adaptive operator splitting methods for monotone variational inequalities. Numer. Math. 94(4), 715–737 (2003)
Boyd, S., Parikh, N., Chu, E., Peleato, B., Eckstein, J.: Distributed optimization and statistical learning via the alternating direction method of multipliers. Found. Trends Mach. Learn. 3(1), 1–122 (2011)
He, B.S., Yang, H., Wang, S.L.: Alternating direction method with self-adaptive penalty parameters for monotone variational inequalities. J. Optim. Theory Appl. 106(2), 337–356 (2000)
Zhang, W.X., Han, D.R., Li, Z.B.: A self-adaptive projection method for solving the multiple-sets split feasibility problem. Inverse Prob. 25(11), 115001 (2009)
Rockafellar, R.T.: Monotone operators and the proximal point algorithm. SIAM J. Control. Optim. 14(5), 877–898 (1976)
Han, D.R., He, B.S.: A new accuracy criterion for approximate proximal point algorithms. J. Math. Anal. Appl. 263(2), 343–354 (2001)
Zhu, T., Yu, Z.G.: A simple proof for some important properties of the projection mapping. Math. Inequal. Appl. 7, 453–456 (2004)
Hladík, M., Moosaei, D., Hashemi, F. et al.: An overview of absolute value equations: From theory to solution methods and challenges. arXiv:2404.06319v1 (2024)
Robbins, H., Siegmund, D.: A convergence theorem for nonnegative almost supermartingales and some applications. In: Optimizing Methods in Statistics, pp. 233–257. Academic Press, UK (1971)
Dolan, E.D., Moré, J.J.: Benchmarking optimization software with performance profiles. Math. Program. 91, 201–213 (2002)
Yong, L.: Iteration method for absolute value equation and applications in two-point boundary value problem of linear differential equation. J. Interdiscip. Math. 18(4), 355–374 (2015)
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This work was supported by the Ministry of Science and Technology of China (No. 2021YFA1003600), the R&D project of Pazhou Lab (Huangpu) (2023K0604), and the NSFC grants 12131004 and 12126603.
Rights and permissions
Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.
About this article
Cite this article
Chen, Y., Han, D. Flexible Operator Splitting Methods for Solving Absolute Value Equations. J Sci Comput 103, 6 (2025). https://doi.org/10.1007/s10915-025-02809-0
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s10915-025-02809-0