Projected gradient trust-region method for solving nonlinear systems with convex constraints
- 期刊名称:Appl. Math. J. Chinese Univ. Ser.
- 时间:0
- 页码:57-69
- 语言:英文
- 分类:O224[理学—运筹学与控制论;理学—数学] TP271[自动化与计算机技术—控制科学与工程;自动化与计算机技术—检测技术与自动化装置]
- 作者机构:[1]Mathematics and Science College, Shanghai Normal University, Shanghai 200234, China, [2]Business College, Shanghai Normal University, Shanghai 200234, China
- 相关基金:Supported by the National Natural Science Foundation of China (10871130), the Research Fund for the Doctoral Program of Higher Education of China (20093127110005), and the Scientific Computing Key Laboratory of Shanghai Universities.
- 相关项目:最优化问题过滤方法的理论研究与应用
关键词:
非线性系统, 梯度算法, 凸约束, 信赖域方法, 求解, 预计, 非线性等式, 全局收敛性, Nonlinear equation, trust region method, projected gradient, local error bound.
中文摘要:
在这份报纸,为与凸的限制解决非线性的平等系统的一个投射坡度信任区域算法被考虑。全球集中结果在由与线搜索技术结合的这个方法计算试用方向的一个很一般的背景被开发。近到答案集合,这个方法是局部地在比标准 nonsingularity 条件弱得多的一个错误界限假设下面 Q-superlinearly 会聚。
英文摘要:
In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.