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一种求解非线性互补问题的多步自适应Levenberg-Marquardt算法

本站小编 Free考研考试/2021-12-27

胡雅伶1, 彭拯2,1, 章旭3, 曾玉华4
1. 福州大学数学与计算机科学学院, 福州 350108;
2. 湘潭大学数学与计算科学学院, 湘潭 411105;
3. 湘潭大学自动化与电子信息学院, 湘潭 411105;
4. 湖南第一师范学院数学与计算科学学院, 长沙 410205
收稿日期:2019-08-14出版日期:2021-08-15发布日期:2021-08-20
通讯作者:彭拯,E-mail:pzheng@xtu.edu.cn.

基金资助:国家自然科学基金面上项目(12071398),湖南省自然科学基金面上项目(2020JJ4567)和湖南省教育厅重点项目(20A097)资助.

AN ADAPTIVE MULTI-STEP LEVENBERG-MARQUARDT METHOD FOR NONLINEAR COMPLEMENTARITY PROBLEM

Hu Yaling1, Peng Zheng2,1, Zhang Xu3, Zeng Yuhua4
1. College of Mathematics and Computer Science, Fuzhou University, Fuzhou 350108, China;
2. School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, China;
3. School of Automation and Electronic Information, Xiangtan University, Xiangtan 411105, China;
4. College of Mathematics and Computational Science, Hunan First Normal University, Changsha 410205, China
Received:2019-08-14Online:2021-08-15Published:2021-08-20







摘要



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本文采用Modulus-based变换将非线性互补问题转化为非光滑方程组,并将一种多步自适应Levenberg-Marquardt方法推广应用于求解所得的非光滑方程组,从而得到原问题的解.在适当条件下,本文证明了算法的全局收敛性.与一种已有的参数自适应Levenberg-Marquardt方法(PSA-LMM)相比较,数值实验结果表明了本文所提出的算法具有更好的效率.
MR(2010)主题分类:
65K05
65K10
90C30
90C33
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