求解带界约束的非线性方程组的混合方法

运筹学学报 ›› 2015, Vol. 19 ›› Issue (1): 45-56.

求解带界约束的非线性方程组的混合方法

刘元文¹, 欧宜贵^1,*

1. 海南大学信息科学技术学院, 海口 570228

收稿日期:2014-04-09 出版日期:2015-03-15 发布日期:2015-03-15
通讯作者: 欧宜贵 E-mail:ouyigui@126.com
基金资助:
国家自然科学基金(No. 11261015), 海南省自然科学基金(No. 111001)

A hybrid method for a system of nonlinear equations with bound constraints

LIU Yuanwen¹, OU Yigui^1,*

1. College of Information Science and Technology, Hainan University, Haikou 570228, China

Received:2014-04-09 Online:2015-03-15 Published:2015-03-15

摘要/Abstract

摘要： 基于非单调技术和L-M算法, 提出了一种新的求解带界约束的非线性方程组的混合方法. 在一定条件下, 该算法具有全局收敛性. 数值试验表明该算法是有效的.

关键词: 非线性方程组, 界约束, 非单调技术, L-M算法, 数值试验

Abstract: Based on the nonmonotone technique and the Levenberg-Marquard method, this paper presents a new hybrid method for solving a system of nonlinear equations with bound constraints. Under some reasonable assumptions, the proposed algorithm is proven to be globally convergent. Preliminary numerical results indicate that this algorithm is effective.

Key words: nonlinear equations, bound constraints, nonmonotone technique, Levenberg-Marquard method, numerical experiment

中图分类号:

O221

刘元文, 欧宜贵. 求解带界约束的非线性方程组的混合方法[J]. 运筹学学报, 2015, 19(1): 45-56.

LIU Yuanwen, OU Yigui. A hybrid method for a system of nonlinear equations with bound constraints[J]. Operations Research Transactions, 2015, 19(1): 45-56.

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