一类新拟牛顿算法的超线性收敛性

Superlinear Convergency of a New Quasi-Newton Algorithm

为求解箱约束变分不等式,给出一种新的基于光滑扰动函数的正则化拟牛顿算法.此算法用无导数线搜索,并在F是P0-函数条件下,证明了Jocabi矩阵非奇异和算法超线性收敛.

To solve the box constraned variational inequality problems,a new regularized quasiNewton algorithm based on smoothing perturbed functions is put forward.This algorithm makes use of the derivative-free line search rule.Under the assumption that Fis P0-function,the nonsingularity of Jocabi matrix and superlinear convergence are proved.