Shift-splitting fixed point iteration method for solving generalized absolute value equations

Using the shift-splitting strategy, we propose a shift-splitting fixed point iteration (FPI-SS) method for solving large sparse generalized absolute value equations (GAVEs). The FPI-SS method is based on reformulating the GAVE as a two-by-two block nonlinear equation. Several different types of convergence conditions of the FPI-SS method are presented under suitable restrictions. Through numerical experiments, we demonstrate that the FPI-SS method is superior to the fixed point iteration method and the SOR-like iteration method in computing efficiency.