期刊信息
- 刊名： 河北师范大学学报（自然科学版）Journal of Hebei Normal University (Natural Science)
- 主办： 河北师范大学
- ISSN： 1000-5854
- CN： 13-1061/N
- 中国科技核心期刊
- 中国期刊方阵入选期刊
- 中国高校优秀科技期刊
- 华北优秀期刊
- 河北省优秀科技期刊
A Modified WYL Project Algorithm for Nonlinear Equations with Convex Constraint
摘要/Abstract
摘要：
为提高求解凸约束非线性方程组的运算效率，完善数值优化算法体系，在Wei-Yao-Liu共轭梯度投影算法的基础上，构建一个具有充分下降性和信赖域特征的搜索方向，提出一个求解大规模凸约束非线性方程组问题的无导数修正Wei-Yao-Liu共轭梯度投影算法.在一定的假设下，分析新算法的全局收敛性质.试验结果表明新算法是有效的，相比于同类算法具有较强的竞争力，且适合于求解大规模优化问题.
Abstract：
To raise the operating efficiency of nonlinear equations with convex constraint and improve the numerical optimization algorithm system, a search direction possessing the properties of sufficient descent and trust region is constructed based on Wei-Yao-Liu conjugate gradient project algorithm. A modified Wei-Yao-Liu conjugate gradient project algorithm with derivative-free is developed for a large-scale nonlinear equations with convex constraint. What′s more, the global convergence of the new algorithm is analyzed under some certain assumptions. Lastly, experiment results show that the new algorithm is efficient, more competitive than similar algorithms and quietly suitable to solve a large-scale optimization problem.
关键词
Key words：
nonlinear equations
;
derivative-free
;
convex constraint
;
global convergence
参考文献 16
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