大连理工大学学报Issue(5):548-552,5.DOI:10.7511/dllgxb201505016
求解半光滑方程组的LM方法收敛性分析
Convergence analysis of LM method for semismooth equations
摘要
Abstract
Levenberg-Marquardt (LM)method is a classical and very efficient method for solving nonlinear equations. However, most of the references on LM method considered the smooth equations.Based on this observation,it is interesting to study the LM method for semismooth equations.A parameter-adj usting LM method for semismooth equations (S-PALM)is constructed to solve semismooth nonlinear equations,in which the parameter is updated based on the ratio between actual reduction and predicted reduction.Under level bounded condition,the global convergence of S-PALM is proved.Under strong BD regularity assumption,the local superlinear convergence rate of S-PALM is established.关键词
半光滑方程组/Levenberg-Marquardt方法/全局收敛性/强BD正则性Key words
semismooth equations/Levenberg-Marquardt method/global convergence/strong BD regularity分类
数理科学引用本文复制引用
齐丽岩,肖现涛,张立卫..求解半光滑方程组的LM方法收敛性分析[J].大连理工大学学报,2015,(5):548-552,5.基金项目
国家自然科学基金资助项目(11071029,11101064,91130007) (11071029,11101064,91130007)