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可行逐步二次规划方法解非线性方程组
引用本文:聂普焱,彭小飞.可行逐步二次规划方法解非线性方程组[J].高等学校计算数学学报,2004,26(2):125-131.
作者姓名:聂普焱  彭小飞
作者单位:1. 暨南大学数学系,广州,510632
2. 华南师范大学南海学院数学系,佛山,528226
基金项目:教育部留学回国人员科研启动基金资助项目
摘    要:We transform the system of nonlinear equations into a nonlinear programming problem, which is attacked by feasible sequential quadratic programming(FSQP) method.We do not employ standard least square approach.We divide the equations into two groups. One group, which contains the equations with zero residual,is treated as equality constraints. The square of other equations is regarded as objective function. Two groups are updated in every step.Therefore, the subproblem is updated at every step, which avoids the difficulty that it is required to lie in feasible region for FSQP.

关 键 词:非线性方程组  可行逐步二次规划  迭代  极小化  最小二乘方法

FEASIBLE SEQUENTIAL QUADRATIC PROGRAMMING APPROACHES TO THE SYSTEM OF NONLINEAR EQUATIONS
Nie Puyan.FEASIBLE SEQUENTIAL QUADRATIC PROGRAMMING APPROACHES TO THE SYSTEM OF NONLINEAR EQUATIONS[J].Numerical Mathematics A Journal of Chinese Universities,2004,26(2):125-131.
Authors:Nie Puyan
Abstract:We transform the system of nonlinear equations into a nonlinear programming problem, which is attacked by feasible sequential quadratic program-ming(FSQP) method.We do not employ standard least square approach.We divide the equations into two groups. One group, which contains the equations with zero residual,is treated as equality constraints. The square of other equations is regarded as objective function. Two groups are updated in every step.Therefore, the subproblem is updated at every step, which avoids the difficulty that it is required to lie in feasible region for FSQP.
Keywords:FSQP approach  equality constraints  the system of nonlinear equa- tion  nonlinear programming  global converge  
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