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有界约束非线性系统的结合Lanczos分解技术不精确Newton法
引用本文:张勇,朱德通.有界约束非线性系统的结合Lanczos分解技术不精确Newton法[J].应用数学和力学,2010,31(12):1504-1512.
作者姓名:张勇  朱德通
作者单位:上海师范大学 数理学院, 上海 200234;2.上海师范大学 商学院, 上海 200234
基金项目:国家自然科学基金资助项目,教育部博士点基金资助项目,上海市重点学科资助项目
摘    要:提出了结合Lanczos分解技术不精确Newton法求解有界变量约束非线性系统.通过Lanczos分解技术解一个仿射二次模型获得迭代方向.利用内点回代线搜索技术,沿着这个方向得到一个可接受的步长.在合理的假设条件下,证明了算法的整体收敛性与局部超线性收敛速率.此外,数值结果表明了算法的有效性.

关 键 词:非线性系统    Lanczos方法    不精确Newton法    非单调技术
收稿时间:1900-01-01

Inexact Newton Method via Lanczos Decomposed Technique for Solving Box-Constrained Nonlinear Systems
ZHANG Yong,ZHU De-tong.Inexact Newton Method via Lanczos Decomposed Technique for Solving Box-Constrained Nonlinear Systems[J].Applied Mathematics and Mechanics,2010,31(12):1504-1512.
Authors:ZHANG Yong  ZHU De-tong
Institution:Mathematics and Science College, Shanghai Normal University, Shanghai 200234, P. R. China;
Abstract:An in exact Newton methodvia Lanczos decomposed technique was proposed for solving the box-constrained nonlinear systems.The iterative direction was obtained by solving an affine scaling quadratic modelwith Lanczos decom posed technique.By using the in terior backtracking line search technique,the acceptable trial steplength a long this direction will be found.The global convergence and fastlocal convergence rate of the proposed algorithm were established under some reasonable conditions.Furthermore,the results of the numerical expermients are reported to show the effectiveness of the proposed a lgorithm.
Keywords:
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