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数学物理学报(A辑) 2008
Lagrangian Globalization Projection Methods for Nonlinear Constrained Equations
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Abstract:
To solve constrained nonlinear equations based on optimizationalgorithms is suffered a difficulty that the authors obtain just a stationary point or a local minimizer of the underlying optimization problem, which is not necessarily a solution of the equations. Then the arising problem is how to get a better point from the stationary point or the local minimizer point. By using a projection-type method, this paper extends the Lagrangian globalization (LG) method 8, 9] to a system ofnonlinear equations with bounded constraints. The authors prove that from a stationary point, the LG projection method can find a better point. Numerical examples also show that the LG method has a potential to escape the stationary point of optimization problems.