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光滑方程组逼近双障碍问题
引用本文:何郁波.光滑方程组逼近双障碍问题[J].桂林电子科技大学学报,2006,26(6):488-491.
作者姓名:何郁波
作者单位:桂林电子科技大学,数学与计算科学学院,广西,桂林,541004
基金项目:国家自然科学基金 , 广西自然科学基金
摘    要:将双障碍问题的求解转化成对其KKT系统的求解,本文对于双障碍问题KKT系统的求解采用先将KKT系统转化成一个非光滑的非线性方程组,然后构造新的光滑函数来逼近非线性方程组的方法.文中算法采用光滑牛顿算法,全局收敛性得到了证明,数值试验表明算法是有效的.

关 键 词:双障碍问题  光滑牛顿法  全局收敛  Jacobian相容性
文章编号:1673-808X(2006)06-0488-04
收稿时间:2006-09-11
修稿时间:2006-09-11

A smoothing equations approach to the bi-obstacle problems
HE Yu-bo.A smoothing equations approach to the bi-obstacle problems[J].Journal of Guilin Institute of Electronic Technology,2006,26(6):488-491.
Authors:HE Yu-bo
Affiliation:School of Mathematics and Computetional Science, Guilin University of Electronic Technology, Guilin 541004, China
Abstract:Bi-obstacle problem can be reformulated as it's KKT system.In this paper we first convert KKT system into a nonsmooth nonlinear equation and then construct a new smoothing approximation function for the nonsmooth nonlinear equation.We propose a smoothing Newton algorithm for the solution of bi-obstacle problem.Global convergence of the algorithm is obtained under suitable conditions.Numerical experiments confirm the good theoretical properties of the algorithm.
Keywords:bi-obstacle problem  smoothing Newton method  global convergence  Jacobian consistency
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