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强单调对称非线性方程组的BFGS算法
引用本文:谢锐,吴义虎.强单调对称非线性方程组的BFGS算法[J].经济数学,2009,26(3):104-110.
作者姓名:谢锐  吴义虎
作者单位:湖南大学,经济与贸易学院,湖南,长沙,410079
基金项目:社会科学基金重大项目,国家自然科学基金项目 
摘    要:提出一种求解强单调非线性方程组的BFGS算法,该算法的一个明显优点是Bκ的条件数比Li-Fukushima^3]提出的GNBFGS中Bκ的条件数小得多。且该算法是一种无需计算导数的下降算法。在一定的条件下,证明了算法的全局收敛性和超线性收敛性。最后进行数值试验,结果表明,本文算法具有较好的数值结果。而且验证了本文所提出的算法中Bκ的条件数要比GNBFGS算法的条件数小得多。

关 键 词:强单调对称非线性方程组  BFGS算法  全局收敛性  超线性收敛性

A BFGS METHOD FOR SOLVING STRONGLY MONOTONE SYMMETRIC NONLINEAR EQUATIONS
XIE Rui,WU Yi-hu.A BFGS METHOD FOR SOLVING STRONGLY MONOTONE SYMMETRIC NONLINEAR EQUATIONS[J].Mathematics in Economics,2009,26(3):104-110.
Authors:XIE Rui  WU Yi-hu
Institution:(Collegeof Economicsand trade , Hunan University,Changsha,Hunan 410079)
Abstract:We presented a BFGS method for solving strongly monotone symmetric nonlinear equations. Compared with Guass-Newton BFGS method(GNBFGS) proposed by Li-Fukushima (2001) for solving sym metric nonlinear equations, the condition number of Bκ in our methods is much less than that of Guass-Newton BFGS method. The method is a descent method without extra computation of derivative. Under appropriate conditions, we show that the method is globally and super linearly convergent. Finally , a numeric test has been done. Our numerical results show that the proposed BFGS methods have a better numerical result and also prove that the condition number in this paper is much smaller than that in GNBFGS.
Keywords:Strongly monotone symmetric nonlinear equations  BFGS method  global convergence  superliner convergence
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