基于调节熵函数的光滑牛顿法求解绝对值方程 - 兰州大学.PDF

兰州大学学报: 自然科学版, 2016, 52(4) / 8 月 Journal of Lanzhou University ：Natural Sciences，2016 ，52(4) / August 基于调节熵函数的光滑牛顿法求解绝对值方程 雍龙泉 陕西理工大学 数学与计算机科学学院, 陕西 汉中 723001 摘 要：绝对值方程Ax-|x |=b 等价于一个不可微的NP-hard 优化问题. 构造了绝对值函数的一致光 滑逼近函数, 采用一致光滑逼近函数对绝对值方程光滑化处理, 引入适当的目标函数, 给出了求解绝 对值方程的光滑牛顿法. 数值实验结果证明了该方法的有效性. 关键词：绝对值方程; 绝对值函数; 一致光滑逼近函数; 调节熵函数; 光滑牛顿法 中图分类号：O221 文献标识码：A 文章编号: 0455-2059(2016)04-0540-06 DOI: 10.13885/j.issn.0455-2059.2016.04.020 A smooth Newton method to absolute value equation based on adjustable entropy function Yong Long-quan School of Mathematics and Computer Science, Shaanxi University of Technology, Hanzhong 723001, Shaanxi, China Abstract: An absolute value equation is equivalent to a non-differentiable NP-hard optimization problem in its general form. This paper transformed the absolute value equation into a differentiable optimization by establish- ing a uniform smooth approximation function of absolute value function, and a smooth Newton method was proposed for solving absolute value equation by introducing a proper targeted function. Numerical results indi- cated that the method is effective. Key words: absolute value equation; absolute value function; uniform smooth approximation function; ad- justable entropy function; smooth Newton method AMS Subject Classifications (2000): 90C53; 90C59 绝对值方程(absolute value equation, AVE)是 目前求解AVE 的算法主要有逐次线性化方 指: [6-7] [8] [9] 法 、半光滑牛顿法 、混合整数规划法 、符号 Ax - x =b (1) [10] [11] | | 一致算法 、内点算法 、广义牛顿法与光滑牛顿 n ×n n