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凸约束非线性方程组投影L-M算法的收敛速度

The Convergence of the Non-monotone Projected L-M Method for Convex Constrained Non-linear Equations
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摘要 提出了一种非单调投影L-M方法求解凸约束非线性方程组,证明了在弱于非奇异条件的局部误差条件下,此算法具有局部二阶收敛速度。 The paper presents a new class of non-monotone projected Levenberg-Marquardt method for convex constrained nonlinear equations. It is proved that if provided a local error bound, which is weaker than the condition of nonsingularity for the system of non-linear equations, the sequence generated by the new L-M method converges to a point of solution that is set quadratically.
作者 郭楠 陈卫忠
出处 《苏州市职业大学学报》 2008年第2期100-102,共3页 Journal of Suzhou Vocational University
基金 江苏省自然科学基金重点项目(BK2006725)
关键词 非线性方程组 凸约束 投影L—M方法 non-linear equations convex constraints projected L-M method
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  • 1FRANSINCO J B, KREJIC N, MARTINEZ J M. An interio-point method for solving boxconstrained underdetermined nonliear systems[J]. Joural of Computational and Applied Mathematics, 2005,177: 65 - 88. 被引量:1
  • 2CALAMAI P H, MORE J J. Projected gradient methods for linearly constrained problems[J]. Math Prog, 1987,39:93- 116. 被引量:1
  • 3CHRISTIAN K, NOBUO Y, MASAO F. Levenberg-Marquardt Methods for Constrained Nonlinear Equations with Strong Local Convergence Properties[R]. Technical Report, 2002. 被引量:1

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