| Goldstein线搜索下Levenberg-Marquardt方法的全局收敛性 |
| |
| 引用本文： | 杜守强. Goldstein线搜索下Levenberg-Marquardt方法的全局收敛性[J]. 运筹学学报, 2012, 16(4): 105-111 |
| |
| 作者姓名： | 杜守强 |
| |
| 作者单位： | 1. 青岛大学数学科学学院 |
| |
| 基金项目： | National Natural Science Fundation of China，Shandong Province Higher Educational Science and Technology Program，International Cooperation Program for Excellent Lecturers of 2011 by Shandong Provincial Education Department |
| |
| 摘 要： | 给出在Goldstein线搜索条件下求解非线性方程的Levenberg-Marquardt方法, 在较为温和的条件下证明了该方法的全局收敛性, 并且利用该方法对广义互补问题进行了求解分析.
|
| 关 键 词： | 全局收敛 Levenberg-Marquardt方法 线搜索 非线性方程 |
Global convergence of the Levenberg-Marquardt method with Goldstein line search |
| |
| DU Shouqiang. Global convergence of the Levenberg-Marquardt method with Goldstein line search[J]. OR Transactions, 2012, 16(4): 105-111 |
| |
| Authors: | DU Shouqiang |
| |
| Affiliation: | 1. College of Mathematics, Qingdao University |
| |
| Abstract: | In this paper, we consider the Levenberg-Marquardt method for solving nonlinear equations. We use Goldstein line search on every iteration to guarantee the global convergence of the Levenberg-Marquardt method. Under mild conditions, we prove that the Levenberg-Marquardt method is globally convergent. And we also apply the method to solve generalized complementarity problems. |
| |
| Keywords: | global convergence Levenberg-Marquardt method line search nonlinear equations |
| 本文献已被 万方数据 等数据库收录！ |
| 点击此处可从《运筹学学报》浏览原始摘要信息 |
|
点击此处可从《运筹学学报》下载免费的PDF全文 |
