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凸约束伪单调方程组的无导数投影算法

本站小编 Free考研考试/2021-12-27

刘金魁, 孙悦, 赵永祥
重庆三峡学院 数学与统计学院, 万州 404100
收稿日期:2020-01-05出版日期:2021-08-15发布日期:2021-08-20


基金资助:重庆市教育委员会科学技术研究计划青年项目(KJQN202001201),重庆三峡学院重大培育项目(16PY12),重庆市高等学校重点实验室((2017)3)资助.

A DERIVATIVE-FREE PROJECTION ALGORITHM FOR SOLVING PSEUDO-MONOTONE EQUATIONS WITH CONVEX CONSTRAINTS

Liu Jinkui, Sun Yue, Zhao Yongxiang
School of Mathematics and Statistics, Chongqing Three Gorges University, Wanzhou 404100, China
Received:2020-01-05Online:2021-08-15Published:2021-08-20







摘要



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基于HS共轭梯度法的结构,本文在弱假设条件下建立了一种求解凸约束伪单调方程组问题的迭代投影算法.该算法不需要利用方程组的任何梯度或Jacobian矩阵信息,因此它适合求解大规模问题.算法在每一次迭代中都能产生充分下降方向,且不依赖于任何线搜索条件.特别是,我们在不需要假设方程组满足Lipschitz条件下建立了算法的全局收敛性和R-线收敛速度.数值结果表明,该算法对于给定的大规模方程组问题是稳定和有效的.
MR(2010)主题分类:
65H10
90C30
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