A superlinearly convergent projection method for constrained systems of nonlinear equations

被引：41

作者：

Wang, Chuanwei ^{[2
]}

Wang, Yiju ^{[1
]}

机构：

[1] Qufu Normal Univ, Sch Operat Res & Management Sci, Rizhao 276800, Shandong, Peoples R China

[2] Shandong Agr Univ, Coll Informat Sci & Engn, Tai An 271018, Shandong, Peoples R China

来源：

JOURNAL OF GLOBAL OPTIMIZATION | 2009年 / 44卷 / 02期

关键词：

Projection method; Constrained system of nonlinear equations; Superlinear convergence; VARIATIONAL INEQUALITY PROBLEMS; MONOTONE EQUATIONS; CONVEX CONSTRAINTS;

D O I：

10.1007/s10898-008-9324-8

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, a new projection method for solving a system of nonlinear equations with convex constraints is presented. Compared with the existing projection method for solving the problem, the projection region in this new algorithm is modified which makes an optimal stepsize available at each iteration and hence guarantees that the next iterate is more closer to the solution set. Under mild conditions, we show that the method is globally convergent, and if an error bound assumption holds in addition, it is shown to be superlinearly convergent. Preliminary numerical experiments also show that this method is more efficient and promising than the existing projection method.

引用

页码：283 / 296

页数：14

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