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使用非单调技术的不精确预条件牛顿类方法解非线性方程组(英文) 被引量:2

Globally Convergent Analysis of Preconditional Inexact Newton-like Methods with Nonmonotone Technique for Solving Equations
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摘要 本文提供了预条件不精确牛顿型方法结合非单调技术解光滑的非线性方程组.在合理的条件下证明了算法的整体收敛性.进一步,基于预条件收敛的性质,获得了算法的局部收敛速率,并指出如何选择势序列保证预条件不精确牛顿型的算法局部超线性收敛速率. This paper proposes preconditional inexact Newton-like methods in association with nonmonotone technique for solving smooth equations. Global convergences of the proposed algorithms are established under the reasonable conditions. Furthermore, this paper characterizes the order of local convergence based on convergence behaviour of precon-dioner and indicates how to choose a forcing sequence which preserves the rapid locally convergent rates of the preconditional inexact Newton-like methods.
作者 朱德通
出处 《运筹学学报》 CSCD 北大核心 2003年第3期10-20,共11页 Operations Research Transactions
基金 ’The author gratefully acknowledges the partial supports of the Chinese National Science The author gratefully acknowledges the partial supports of the Chinese National Science Foundation Grant (10071050) the Science Foundation Grant (02ZA14070) Shang
关键词 不精确牛顿法 非单调技术 非线性方程组 全局收敛性 收敛速率 势序列 OR, nonmonotone technique, inexact Newton-like methods, nonlinear equations
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参考文献5

  • 1Dembao R S, Eisenstat S C, Steinaug T. Inexact Newton Methods. SIAM J Numer Anal,1982, 19:400-408.
  • 2Dennis J E Jr, Mord J J. Quasi-Newton Methods, Motivation and Theory. SIAM Rev, 1977,19:46-89.
  • 3Dennis J E Jr, Schnabel R B. Numerical Methods for Unconstrained Optimization and Nonlinear Equations. Prentice-Hall Series in Computation; Mathematics, Englewood Cliffs. N J, 1983.
  • 4Eisenstat S C, Walker H F. Globally Convergence Inexact Newton Methods. SIAM J. Optimization, 1994, 4:393-422.
  • 5Gripp L, Lampariello F, Lucidi. A Nonmonotone Line Search Technique for Newton's Methods. SIAM J Numer Anal, 1986, 23:707-716.

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