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Lagrangian Globalization Projection Methods for Nonlinear Constrained Equations
解非线性约束方程的拉格朗日全局投影方法

Keywords: Constrained equations,Lagrangian globalization method,Stationary point,Global convergence
约束方程组
,拉格朗日全局算法,稳定点,全局收敛.,非线性,约束方程,拉格朗日,投影方法,Equations,Constrained,Nonlinear,Projection,Methods,Globalization,有效性,验证,数值,理论,Lagrangian,全局算法,无约束,方程组解,优化问题,极小点,局部

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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.

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