$\mathrm{SOR}$-Like Method for a New Generalized Absolute Value Equation

In this paper, we extend the $\mathrm{SOR}$-like iteration method for a new generalized absolute value equation and obtain its convergence properties. What is more, the optimal parameter of the $\mathrm{SOR}$-like iteration is obtained. The result of numerical experiments shows that the proposed method is reliable and feasible.