摘要
提出了一个新的求解非线性方程组的信赖域方法,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信赖域技术求解该问题,从而得到了原方程组的解。既避免了重复求解信赖域子问题,又减少了线搜索方法计算函数值的次数。算法的收敛性得到了证明,初步的数值试验表明了算法的有效性。
A new trust-region method for solving nonlinear equations is proposed. First,this problem is transformed into a nonlinear optimization. Then we solves this question with the aid of non-monotonous technical and the trustregion technology, thus obtain a solution of the original nonlinear equations. The method not only avoids resolving the subproblem repeatedly but also reduces the numbers of computing function values in the line search algorithm. The convergence of the presented method is proofed under favorable conditions. Some preliminary numerical results show that this method is effective for the given problems.
出处
《太原科技大学学报》
2008年第4期326-328,共3页
Journal of Taiyuan University of Science and Technology
关键词
信赖域方法
非线性方程组
非单调技术
收敛性
trust region method, nonlinear equations, non-monotonous technical, convergence
