两类非线性问题非单调自适应信赖域法的研究-应用数学专业论文.docxVIP

万方数据 万方数据 摘要 摘 要 非线性互补问题与非线性方程组问题是两类重要的非线性问题.由于经济与 科学技术的高速发展，使得它们在最优控制问题、金融、航天工程以及科学计算、 数学规划等众多领域中得到了广泛的运用，因而研究这两类问题的数值解法是有 重要意义的. 本文主要运用信赖域方法分别对非线性互补问题与非线性方程组问题进行 研究，所提的算法同时结合了非单调技术和信赖域半径自适应两种技巧 .全文主 要内容有： 第二章基于 Fischer-Burmeister 函数将非线性互补问题等价地转化为求解 无约束优化问题.同时结合信赖域法与非单调技术，提出一个求解非线性互补问 题的非单调自适应信赖域方法. 所提算法与一般信赖域算法不同的是当信赖域 子问题所产生的试验步不成立时，采用线搜索的方法获得下一个迭代点, 从而避 免了重新求解子问题.在适当的假设条件下,证明了该算法的全局收敛性和局部 超线性收敛性,数值结果中可以看到该算法是有效的. 第三章将非线性方程组转化为一个无约束优化问题.在自适应信赖域方法的 基础上，与非单调技术相结合，提出一个非单调自适应信赖域法求解无约束优化 问题.从而间接获得非线性方程组的最优解.并在一些假设条件下，得到了算法的 全局收敛性，并对算法进行数值实验，结果表明算法是可行的. 关键词：非线性互补问题；非线性方程组问题；线搜索；非单调；自适应信赖 域法；全局收敛性；局部超线性收敛性 II Abstract Abstract There are two types of important nonlinear problems, which are the nonlinear complementarity problems and the nonlinear system problems of equations. With the rapidly development of economics and the technology of science, which apply widely in the fields of optimal control problem, financial, aeronautics engineering, scientific computation, mathematical programming and other. Thus, we study numerical method for solving these two kinds of problems are very useful. In this paper, we will use the method of trust region for study of the nonlinear complementarity problems and the nonlinear system problems of equations, the proposed algorithm combined with two kinds of method which the nonmonotone technique and the radius of adaptive trust region. The main issue of this paper: In chapter 2, with Fischer-Burmeister function(i.e.FB function) we can reformulate the nonlinear complementarity problem as the solution to unconstrained optimization. In this chapter, based on the combination of the trust-region method and the nonmonotonic techniques, a new nonmonotone self-adaptive trust region method for nonlinear complementarity problem with line search is presented. Unlike traditional trust region method, in this algorithm, when the trial step of trust region subproblem is not successful, we can obtain a new iteration point by the line search, there