求解非线性方程组的非单调滤子算法  

A Nonmonotone Filter Method for Nonlinear Equations

作　　者：黎维清[1] 濮定国[1] 

机构地区：[1]同济大学数学系,上海200092

出　　处：《云南民族大学学报（自然科学版）》2010年第4期253-256,共4页Journal of Yunnan Minzu University:Natural Sciences Edition

基　　金：国家自然科学基金(10771162)

摘　　要：提出了一个新的求解非线性方程组的滤子算法,首先把非线性方程组的求解转化成一个非线性优化问题,然后借助非单调技术和滤子技术求解该问题,从而得到了原方程组的解.在适当的条件下,证明了该算法的全局收敛性,初步的数值试验表明了该算法的有效性.This paper presents a new filter method for solving nonlinear equations. First, this problem is transformed into a nonlinear optimization. Then, it solves this question with the aid of nonmonotone technology and filter technology, and thus obtains a solution of the original nonlinear equation. Under reasonable conditions, it shows the global convergence properties. Preliminary numerical tests have proved the efficiency of the approach.

关 键 词：非线性方程组 滤子 非单调技术 全局收敛性 

分 类 号：O221.2[理学—运筹学与控制论]