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基于光滑逼近函数的高阶牛顿法求解凸二次规划 被引量:3

High Order Newton's Method for Convex Quadratic Programming Based on Smooth Approximation Function
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摘要 研究绝对值函数的3个光滑逼近函数的性质,并采用图像展示了逼近效果。进而提出求解凸二次规划问题的新方法:将凸二次规划转化为非线性方程组,采用光滑逼近函数进行处理,得到光滑非线性方程组,进而利用高阶牛顿法进行求解。数值实验结果表明:本文方法收敛快、迭代次数少。 Properties of three smooth approximating functions for absolute value function were studied,and approximation degree was shown by images.Then a method for convex quadratic programming was proposed.After transforming convex quadratic programming into nonsmooth nonlinear equation system and smoothing by smoothing approximation function,smooth nonlinear equations which can be solved by high order Newton's method were obtained.Numerical results show that the method has fast convergence and fewer iterations.
作者 雍龙泉 贾伟 黎延海 YONG Long-quan;JIA Wei;LI Yan-hai(School of Mathematics and Computer Science,Shaanxi University of Technology,Hanzhong 723001,China;Shaanxi Key Laboratory of Industrial Automation,Shaanxi University of Technology,Hanzhong 723001,China)
出处 《科学技术与工程》 北大核心 2021年第6期2151-2156,共6页 Science Technology and Engineering
基金 国家自然科学基金(11401357) 陕西省教育厅重点科学研究计划(20JS021) 陕省教育厅专项科研计划(17JK0146) 陕西理工大学科研项目(SLGYQZX2002)。
关键词 凸二次规划 光滑逼近函数 高阶牛顿法 绝对值函数 非线性方程组 convex quadratic programming smooth approximating function high order Newton's method absolute value function nonlinear equation system
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