修正分解因子法的大范围收敛性

On the Global Convergence of Upating Factorization Method

本文作者在文献[2]中提出一种修正分解因子算法,并给出局部超线性收敛性定理。本文给出这种算法的大范围收敛性定理及数值实验。

The author of this paper has presented a updating factorization algorithm in, and given its local superlinear convergence theorems. In this paper, the global convergence theorem and the numerical experiments of this algorithm are given.