信赖域方法求解非光滑不等式组

A Trust Method for Non-smooth Inequation

通过构造光滑函数将非光滑不等式组转化为一个非线性方程组,进而利用信赖域方法求解该方程组。算法使用了非单调结构,提高了计算的效率,扩大了算法的适用范围。在通常的假设下,证明了算法的全局收敛性,并给出了数值试验。

Based on a new smooth function,we reformulate nonlinear inequalities as a non-smooth equation, and then we present a trust method for the equation,in which the non-monotone structure is used. It proves that this algorithm is globally convergent under standard conditions, and the numerical test report is given.