马峰, 刘三阳. 非线性不等式组的非内部连续化方法[J]. 云南大学学报(自然科学版), 2014, 36(6): 804-809. doi: 10.7540/j.ynu.20140046
引用本文: 马峰, 刘三阳. 非线性不等式组的非内部连续化方法[J]. 云南大学学报(自然科学版), 2014, 36(6): 804-809. doi: 10.7540/j.ynu.20140046
MA Feng, LIU San-yang. Non-interior continuation for nonlinear inequalities[J]. Journal of Yunnan University: Natural Sciences Edition, 2014, 36(6): 804-809. DOI: 10.7540/j.ynu.20140046
Citation: MA Feng, LIU San-yang. Non-interior continuation for nonlinear inequalities[J]. Journal of Yunnan University: Natural Sciences Edition, 2014, 36(6): 804-809. DOI: 10.7540/j.ynu.20140046

非线性不等式组的非内部连续化方法

Non-interior continuation for nonlinear inequalities

  • 摘要: 针对非线性不等式问题,利用投影函数和引入的光滑函数,提出了一个非内部连续化算法.算法对初始点的选取没有任何要求,并且每次迭代最多只求解一个线性方程组.在一定的假设下,算法是全局收敛和局部二次收敛的.数值实验表明了算法的有效性.

     

    Abstract: Based on projection function and a new smooth function,a non-interior continuation algorithm is introduced for nonlinear inequalities.The proposed algorithm has no requirement for the initial point,and solves at most one system of linear equations at each iteration.In addition,the global convergence and local quadratic convergence are verified under weak assumptions.Numerical results show that the algorithm is promising.

     

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