用非精确的平行割线法求解奇异问题

奇异方程经常出现在很多实际非线性问题中,如反应扩散系统等.因此,研究奇异非线性方程的求解具有十分重要的意义.平行割线法是一种经典的求解非线性方程的迭代方法,它收敛阶较高,计算量较少.但在解决实际问题时,一方面,抽象出的数学模型与实际问题总是存在着一定的偏差,另外,在数据的计算中难免存在着一定的计算误差,所以研究用非精确的平行割线法求解非线性奇异问题具有很重要的现实意义,使得求解奇异问题具有更高的实用性和可行性.采用在平行割线法的迭代公式中加入摄动项的方法,构造出新的加速迭代格式,证明了新的迭代格式的收敛性,给出了收敛速率,得到了误差估计.     

弦割法与Muller法收敛阶的新证明方法

弦割法、Muller法与牛顿法一样,都是求解非线性方程的著名算法之一.然而在目前众多优秀的数值分析教材或论著中.关于弦割法和Muller法收敛阶的证明过程都是比较复杂的,无一例外的都是借助于差分方程的求解.本文对这两个算法的收敛阶给出了一种新的简单、直接的证明方法,达到了与牛顿法收敛阶证明方法的统一,同时还能够方便地求...     

A derivative-free three-term projection algorithm involving spectral quotient for solving nonlinear monotone equations

ABSTRACT

In this paper, we develop a three-term conjugate gradient method involving spectral quotient, which always satisfies the famous Dai-Liao conjugacy condition and quasi-Newton secant equation, independently of any line search. This new three-term conjugate gradient method can be regarded as a variant of the memoryless Broyden-Fletcher-Goldfarb-Shanno quasi-Newton method with regard to spectral quotient. By combining this method with the projection technique proposed by Solodov and Svaiter in 1998, we establish a derivative-free three-term projection algorithm for dealing with large-scale nonlinear monotone system of equations. We prove the global convergence of the algorithm and obtain the R-linear convergence rate under some mild conditions. Numerical results show that our projection algorithm is effective and robust, and is more competitive with the TTDFP algorithm proposed Liu and Li [A three-term derivative-free projection method for nonlinear monotone system of equations. Calcolo. 2016;53:427–450].     

A new method of secant-like for nonlinear equations

In this paper, a new method for solving nonlinear equations f(x) = 0 is presented. In many literatures the derivatives are used, but the new method does not use the derivatives. Like the method of secant, the first derivative is replaced with a finite difference in this new method. The new method converges not only faster than the method of secant but also Newton’s method. The fact that the new method’s convergence order is 2.618 is proved, and numerical results show that the new method is efficient.     

影响阻尼牛顿法收敛性的两个重要参数

对阻尼牛顿算法作了适当的改进,证明了新算法的收敛性.基于新算法,运用计算机代数系统Matlab,研究了迭代次数k,参数对(μ,λ)与初值x0三者间的依赖关系,研究了病态问题在新算法下趋于稳定的渐变(瞬变)过程.数值结果表明:(1)阻尼牛顿迭代中,参数对(μ,λ)与迭代次数k间存在特有的非线性关系;(2)适当的参数对(μ,λ)与阻尼因子α的共同作用能够在迭代中大幅度地降低病态问题的Jacobi阵的条件数,使病态问题逐渐趋于稳定,从而改变原问题的收敛性与收敛速度.     

A Constrained Optimization Approach for LCP

In this paper, LCP is converted to an equivalent nonsmooth nonlinear equation system H(x,y) = 0 by using the famous NCP function-Fischer-Burmeister function. Note that some equations in H(x, y) = 0 are nonsmooth and nonlinear hence difficult to solve while the others are linear hence easy to solve. Then we further convert the nonlinear equation system H(x, y) = 0 to an optimization problem with linear equality constraints. After that we study the conditions under which the K-T points of the optimization problem are the solutions of the original LCP and propose a method to solve the optimization problem. In this algorithm, the search direction is obtained by solving a strict convex programming at each iterative point, However, our algorithm is essentially different from traditional SQP method. The global convergence of the method is proved under mild conditions. In addition, we can prove that the algorithm is convergent superlinearly under the conditions: M is P0 matrix and the limit point is a strict complementarity solution of LCP. Preliminary numerical experiments are reported with this method.     

求解非线性互补问题的一种序列线性方程组方法

１　引　言 设Ｆ：Ｒｎ→Ｒｎ．则非线性互补问题ＮＣＰ（Ｆ）的形式如下：求ｘ∈ＲＮ,使ＮＣＰ（Ｆ）是如下变分不等式ＶＩ（Ｆ,Ｘ）的一种重要形式：求ｘ∈Ｘ　Ｒ　使当Ｘ＝Ｒｎ＋时,ＶＩ（Ｆ,Ｘ）即为ＮＣＰ（Ｆ）．由于ＮＣＰ和ＶＩ在工程和经济等领域中有广泛的应用,因而,对其研究受到了很大的重视．目前,关于（１．２）的求解已发展了一系列算法,线性化方法是常用的一类算法．线性化方法的局部收敛性研究已有了许多好的结果（见［９,１０］等）．全局收敛性成为了当前研究ＶＩ（Ｆ,Ｘ）算法的一个热门课题．并在Ｎｅｗｔｏ…     

使用非单调线搜索正割方法解约束优化的整体收敛性

基于Powell和Yuan所建议的近似Fetcher罚函数作为函数使用单调线搜索的技术,本文提供了一类正割方法解约束优化。在合理的条件下,证明了所提供的算法的整体收敛性和收敛速率。     

An inexact secant algorithm for large scale nonlinear systems of equalities and inequalities

In this paper, an inexact secant algorithm in association with nonmonotone technique and filter is proposed for solving the large scale nonlinear systems of equalities and inequalities. The systems are transformed into a continuous constrained optimization solved by inexact secant algorithm. Global convergence of the proposed algorithm is established under the reasonable conditions. Numerical results validate the effectiveness of our approach.     

HOMOCENTRIC CONVERGENCE BALL OF THE SECANT METHOD

A local convergence theorem and five semi-local convergence theorems of the secant method are listed in this paper.For every convergence theorem,a convergence ball is respectively introduced,where the hypothesis conditions of the corresponding theorem can be satisfied.Since all of these convergence balls have the same center x~*,they can be viewed as a homocentric ball. Convergence theorems are sorted by the different sizes of various radii of this homocentric ball, and the sorted sequence represents the degree of weakness on the conditions of convergence theorems.     

Local convergence of a secant type method for solving least squares problems

Local convergence of a secant type iterative method for approximating a solution of nonlinear least squares problems is investigated in this paper. The radius of convergence is determined as well as usable error estimates. Numerical examples are also provided.     

Exact order of convergence of the secant method

We study the exact order of convergence of the secant method when applied to the problem of finding a zero of a nonlinear function defined from into . Under the standard assumptions for which Newton's method has the exact Q-order of convergencep, wherep is some positive integer, we establish that the secant method has the Q-order and the exact R-order of convergence . We prove also that, forp=2 andp=3, the secant method has the exact Q-order of convergenceS(p). Moreover, we present a counterexample to show that, forp4, it may not have an exact Q-order of convergence.The author wishes to thank Florian Potra, Richard Tapia, and the referees for helpful comments and suggestions.This paper was prepared while the author was Visiting Professor, Department of Mathematics, University of Kentucky, Lexington, Kentucky.     

A MODIFIED LEVENBERG-MARQUARDT ALGORITHM FOR SINGULAR SYSTEM OF NONLINEAR EQUATIONS

Based on the work of paper,we propose a modified Levenberg-Marquardt algoithm for solving singular system of nonlinear equations F(x)=0,where F(x):R^n→R^n is continuously differentiable and F‘(x)is Lipschitz continuous.The algorithm is equivalent to a trust region algorithm in some sense,and the global convergence result is given.The sequence generated by the algorithm converges to the solution quadratically,if ||F(x)||2 provides a local error bound for the system of nonlinear equations.Numerical results show that the algorithm performs well.     

一类非线性约束优化的修正正割方法的收敛性

本文修正了一类非线性约束优化的正割方法.通过引入不可微势函数作不精确的一维搜索,证明了修正后的正割算法不仅具有原算法不具备的整体收敛性;而且保持局部两步Q-超线性收敛速率.进一步数值结果表明此算法是非常有效的.     

A technique to choose the most efficient method between secant method and some variants

A few variants of the secant method for solving nonlinear equations are analyzed and studied. In order to compute the local order of convergence of these iterative methods a development of the inverse operator of the first order divided differences of a function of several variables in two points is presented using a direct symbolic computation. The computational efficiency and the approximated computational order of convergence are introduced and computed choosing the most efficient method among the presented ones. Furthermore, we give a technique in order to estimate the computational cost of any iterative method, and this measure allows us to choose the most efficient among them.     

Directional secant method for nonlinear equations

We present a directional secant method, a secant variant of the directional Newton method, for solving a single nonlinear equation in several variables. Under suitable assumptions, we prove the convergence and the quadratic convergence speed of this new method. Numerical examples show that the directional secant method is feasible and efficient, and has better numerical behaviour than the directional Newton method.     

Nonmonotone filter DQMM method for the system of nonlinear equations

In this paper, we propose a nonmonotone filter Diagonalized Quasi-Newton Multiplier (DQMM) method for solving system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem which is then solved by nonmonotone filter DQMM method. A nonmonotone criterion is used to speed up the convergence progress in some ill-conditioned cases. Under reasonable conditions, we give the global convergence properties. The numerical experiments are reported to show the effectiveness of the proposed algorithm.     

非线性波动方程的弱隐式与显式差分方法

广泛出现于物理、化学、机械动力学、生物、几何学等领域的非线性波动方程已经有很多的研究工作,Sine-Gordon方程和非线性受迫振动方程就是典型的例子.周毓麟教授在[1]中研究了非线性波动方程组     

Frozen divided difference scheme for solving systems of nonlinear equations

The development of an inverse first-order divided difference operator for functions of several variables, as well as a direct computation of the local order of convergence of an iterative method is presented. A generalized algorithm of the secant method for solving a system of nonlinear equations is studied and the maximum computational efficiency is computed. Furthermore, a sequence that approximates the order of convergence is generated for the examples and it confirms in a numerical way that the order of the methods is well deduced.