简单约束非线性方程组的射影尺度牛顿方法(英文)  

An Affine Scaling Newton Method with a New Merit Function for Solving Bound-Constrained Nonlinear Systems

作　　者：盛子宁[1] 

机构地区：[1]上海海事大学数学系,上海200135

出　　处：《运筹学学报》2008年第3期67-74,共8页Operations Research Transactions

基　　金：Project of Shanghai Education Commission(06FZ035).

摘　　要：基于射影尺度牛顿方法,本文使用新的势函数以取代原有的势函数,得到一类求解非线性方程组的数值算法.在合适的假设下,证明了算法的全局强收敛性和局部二次收敛速度.数值试验的结果说明了算法的有效性.This paper proposes an affine scaling Newton method with a new merit function for solving bound-constrained nonlinear equations. The global convergence and the quadratic local convergence properties of the proposed algorithm are established under the reasonable conditions. The numerical results are reported to show the effectiveness of the proposed algorithem .

关 键 词：运筹学 射影尺度牛顿方法 势函数 约束非线性方程组 收敛性 

分 类 号：O241.7[理学—计算数学] O221.2[理学—数学]