学科分类
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35 个结果
  • 简介:在这篇论文,non-quasi-Newton“有用于非强迫的优化问题的不精确的线搜索的s家庭被学习。为non-quasi-Newton的一个新更改公式“sfamily被建议。如果,有任何一个Wolfe类型orArmijo类型线搜索的组成的算法全球性并且Q-superlinearly收敛,这被证明要最小化的功能hasLipschitz连续坡度。

  • 标签: 非准牛顿法 不精确线性搜索 整体收敛 非限制最优化
  • 简介:Inthispaper,wepresentasmoothingNewton-likemethodforsolvingnonlinearsystemsofequalitiesandinequalities.Byusingtheso-calledmaxfunction,wetransfertheinequalitiesintoasystemofsemismoothequalities.ThenasmoothingNewton-likemethodisproposedforsolvingthereformulatedsystem,whichonlyneedstosolveonesystemoflinearequationsandtoperformonelinesearchateachiteration.Theglobalandlocalquadraticconvergencearestudiedunderappropriateassumptions.Numericalexamplesshowthatthenewapproachiseffective.

  • 标签: NEWTON 非线性系统 不等式 平滑 线性方程组 二次收敛
  • 简介:基于Thiele连分式,重新建立了求解非线性方程的经典的Newton迭代公式.为了避免求导数运算,采用差商可以近似代替导数的办法,得到Newton迭代方法的几个变体并给出了其收敛的阶数.最后,数值实例证实了这些迭代格式是有效的.

  • 标签: 连分式 NEWTON迭代 差商 收敛阶数
  • 简介:Inthispaperweimprovethetwoversionsofthetwo-sidedprojectedquasi-Newtonmethod-onewasproposedbyNocedal&Overtonin[1]andtheotherwasdiscussedinourpreviouspaper,byintroducingthreedifferentmeritfunctionstomakeinexactone-dimensionalsearches.Itisshownthattheseimprovedquasi-Newtonalgorithmshavegainedglobalconvergencepropertywhichisnotpossessedbytheoriginaltwoalgorithms.

  • 标签: projected sided MERIT gained QUASI possessed
  • 简介:TheHermitianandskew-Hermitiansplitting(HSS)methodisanunconditionallyconvergentiterationmethodforsolvinglargesparsenon-Hermitianpositivedefinitesystemoflinearequations.BymakinguseoftheHSSiterationastheinnersolverfortheNewtonmethod,weestablishaclassofNewton-HSSmethodsforsolvinglargesparsesystemsofnonlinearequationswithpositivedefiniteJacobianmatricesatthesolutionpoints.ForthisclassofinexactNewtonmethods,twotypesoflocalconvergencetheoremsareprovedunderproperconditions,andnumericalresultsaregiventoexaminetheirfeasibilityandeffectiveness.Inaddition,theadvantagesoftheNewton-HSSmethodsovertheNewton-USOR,theNewton-GMRESandtheNewton-GCGmethodsareshownthroughsolvingsystemsofnonlinearequationsarisingfromthefinitedifferencediscretizationofatwo-dimensionalconvection-diffusionequationperturbedbyanonlinearterm.ThenumericalimplementationsalsoshowthataspreconditionersfortheNewton-GMRESandtheNewton-GCGmethodstheHSSiterationoutperformstheUSORiterationinbothcomputingtimeanditerationstep.

  • 标签: 非线性方程组 JACOBI矩阵 高速钢 牛顿法 正定解 GMRES方法
  • 简介:InthispaperwereportasparsetruncatedNewtonalgorithmforhandlinglarge-scalesimpleboundnonlinearconstrainedminimixationproblem.ThetruncatedNewtonmethodisusedtoupdatethevariableswithindicesoutsideoftheactiveset,whiletheprojectedgradientmethodisusedtoupdatetheactivevariables.Ateachiterativelevel,thesearchdirectionconsistsofthreeparts,oneofwhichisasubspacetruncatedNewtondirection,theothertwoaresubspacegradientandmodifiedgradientdirections.ThesubspacetruncatedNewtondirectionisobtainedbysolvingasparsesystemoflinearequations.Theglobalconvergenceandquadraticconvergencerateofthealgorithmareprovedandsomenumericaltestsaregiven.

  • 标签: The TRUNCATED NEWTON method LARGE-SCALE SPARSE
  • 简介:Fortheimprovedtwo-sidedprojectedquasi-Newtonalgorithms,whichwerepresentedinPartI,weproveinthispaperthattheyarelocallyone-steportwo-stepsuperlinearlyconvergent.Numericaltestsarereportedthereafter.ResultsbysolvingasetoftypicalproblemsselectedfromliteraturehavedemonstratedtheextremeimportanceofthesemodificationsinmakingNocedal&Overton’soriginalmethonpractical.Furthermore,theseresultsshowthattheimprovedalgoritnmsareverycompetitiveincomparisonwithsomehighlypraisedsequentialquadraticprogrammingmethods.

  • 标签: LOCAL CONVERGENT projected sided SEQUENTIAL QUADRATIC
  • 简介:Aclassofperiodicinitialvalueproblemsfortwo-dimensionalNewton-Boussinesqequationsareinvestigatedinthispaper.TheNewton-Boussinesqequationsareturnedintotheequivalentintegralequations.Withiterationmethods,thelocalexistenceofthesolutionsisobtained.Usingthemethodofaprioriestimates,theglobalexistenceofthesolutionisproved.

  • 标签: BOUSSINESQ方程 初值问题 牛顿 二维 周期 局部存在性
  • 简介:有牛顿重复的一个新decoupled二系结算法为解决描述通过多孔的媒介过滤的液体流动的联合Navier-Stokes/Darcy模型被建议。而且错误估计被给,当时,它证明精确性的一样的顺序能作为在好网孔直接解决系统被完成h=H2。理论分析和数字实验为解决联合问题说明算法的效率。

  • 标签: 牛顿迭代 模型描述 求解 加纳 格法 修改
  • 简介:Inthispaper,basedontheimplicitRunge-Kutta(IRK)methods,wederiveaclassofparallelschemethatcanbeimplementedontheparallelcomputerswithNs(Nisapositiveevennumber)processorsefficiently,anddiscusstheiterativelyB-convergenceoftheNewtoniterativeprocessforsolvingthealgebraicequationsofthescheme,secondlywepresentastrategyprovidinginitialvaluesparallellyfortheiterativeprocess.Finally,somenumericalresultsshowthatourparallelschemeishigherefficientasNisnotsolarge.

  • 标签: IMPLICIT Range-Kutta methods NEWTON ITERATIVE process