求解二阶锥绝对值方程组的非单调光滑牛顿算法  

A NON-MONOTONE SMOOTHING NEWTON ALGORITHM FOR ABSOLUTE VALUE EQUATIONS ASSOCIATED WITH SECOND-ORDER CONE

作　　者：于冬梅[1] 王增伟 陈彩荣 韩德仁 Yu Dongmei;Wang Zengwei;Chen Cairong;Han Deren(College of Science,Liaoning Technical University,Fucin 123000,China;School of Mathematics and Statistics,Fujian Normal University,Fuzhou 350117,China;School of Mathematical Sciences,Beihang University,LMIB of the Ministry of Education,Beijing 100191,China)

机构地区：[1]辽宁工程技术大学理学院,阜新123000 [2]福建师范大学数学与统计学院,福州350117 [3]北京航空航天大学数学科学学院,信息与行为教育部重点实验室,北京100191

出　　处：《计算数学》2023年第2期251-266,共16页Mathematica Numerica Sinica

基　　金：国家自然科学基金(12201275,11901024,12131004);国家重点研发计划(2021YFA1003600);辽宁省教育厅基金(LJ2019JL017,LJ2019JL005);福建省自然科学基金(2021J01661)资助。

摘　　要：本文提出了求解二阶锥绝对值方程组(SOCAVE)的非单调光滑牛顿算法.在适当的条件下分析了算法的全局收敛性和局部二次收敛性.数值结果表明用非单调光滑牛顿算法求解SOCAVE是可行且高效的.A non-monotone smoothing Newton method is proposed to solve the system of absolute value equations associated with second-order cone.Under certain conditions,we prove that the proposed method is globally and locally quadratic ally convergent.Numerical results verify that the proposed method can efficiently solve the system of absolute value equations associated with second-order cone.

关 键 词：绝对值方程组 二阶锥 光滑牛顿算法 非单调线搜索 

分 类 号：O175[理学—数学]