A modified trust region algorithm for nonlinear equations with new updating rule of trust region radius

  • Jinyan Fan*
  • , Jianyu Pan
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

In this article, we present a trust region algorithm for the nonlinear equations with a new updating rule of the trust region radius, which takes some function of the residual. We show that under the local error bound condition which is weaker than the non-singularity, the new algorithm converges quadratically to some solution of the nonlinear equations. Numerical results show that the new algorithm performs very well for some singular nonlinear equations.

Original languageEnglish
Pages (from-to)3186-3195
Number of pages10
JournalInternational Journal of Computer Mathematics
Volume87
Issue number14
DOIs
StatePublished - Nov 2010

Keywords

  • local error bound condition
  • nonlinear equations
  • quadratic convergence
  • trust region method

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