A Modified Spectral Conjugate Gradient Method for Absolute Value Equations Associated with Second-Order Cones

Abstract

In this paper, we propose a modified spectral conjugate gradient (MSCG) method for solving absolute value equations associated with second-order cones (SOCAVEs). Some properties of the SOCAVEs are analyzed, and the global convergence of the MSCG method is discussed in depth. Numerical experiments are given to illustrate the effectiveness and competitiveness of our algorithm.

Keywords

• absolute value equation
• second-order cone
• spectral conjugate gradient method
• convergence analysis