简单界约束非光滑方程组的非单调信赖域方法-计算数学专业论文.docxVIP

简单界约束非光滑方穰组的非单调 f吉赖域方法 中文提赛 中文提要 信赖域法是处理非线性优化的一种有效方法，该方法具有强收敛性和强 适性.非单调算法放松了接受尝试步的条件，在选代点位于某个峡谷时 仍能产生更长、更有效的尝试步，因而受到了越来越多的重视 . Ulbrich 等人 提出了…种强非单调结构下的信赖域算法，本论文也提出一种求解非光滑非 线性方程组的非单调情赖域法，但采用较弱的标准非单调结构，信赖域半怪 的选取方法也，与 Ulbli口h 提出的方法不同，而是与当前迭代点的信息有关， 这有利于提高算法的计算效率.本论文证明了所给算法具有强收敛蚀，即着 算法不是有限步终止，则算法产生的迭代序列的所有极限点都是原问题的 稳定点. 本论文最后用 Matlab 语言对所提方法进行了数值实验，对计算结果进 行了分析，值得指出的是，非单调方法能够求出某些问题的全局解，就计算 效果而宵，新算法也是比较有效的. 关键问s 简单界约束，非光滑方程组，信赖域法 作 者s 玉春梅 指导老师a 陈中文 口 口 Nonmonotoneτru 窑t Region Methods At附tract Nonmonotone Tl1Ist R后gion Method将 For Nonsmooth 巴qllations With Box Constrains Abstract frust region method i. a cla.s of highly e旺ective numerical methocls for nonlinear optimization ，which is very reliable and rohllst and h剧 very strong ∞nvergent prope卜 ties. Since the iclea of nonmonotone methods ahanclons the r制triction of the des阳nt prop町ty of the vallle of the ohjective 白mctíon ，which allows the 闲quence of iterates to follow the bottom of cl1Tved narrow vaJleys (a common OCC11ηence in dífficult nonlínear problems) mllch more 100附ly，which hopefully results in longer and more efficient steps Ulbrich et al pre附nt tfUst region methods with the stronger nonmonotone stnlCture. Also ，we pr刷刷lt trllst region methods for nonsmooth equations with box co川的rains ， which 1l. the standard nonmonotOlle stmctllre. The radius of trllst region 怡 different ， which is relative to the ffio脚嗨.e of the current iterate point. We prO\啤 the strong 唰b ver百ence of the metho巾， that is，if the methods do not tenninate in finite i阳时ions， then every limit point of the 肥qllen四 generated by the methods is a stationary point of the primal problem. At 1咐.we do some numerical ex阳协nents for nonmonotone trust re目。n method 咧th Matlab langllage. 岱le nllmerical r酬dts are anal严ed. The algorithm is v时y effectiv.毗 It is worth notice that the nonmonotone method镜 may get the global sollltion for some prob阳ns Keywords: Boxω.n.traíntsí Nomnnooth eqllationsí lrust region method Writt创 by WangαlImmei Sl1p