An improved trust region algorithm for nonlinear equations

Jinyan Fan; Jianyu Pan

doi:10.1007/s10589-009-9236-7

An improved trust region algorithm for nonlinear equations

Jinyan Fan, Jianyu Pan

School of Mathematical Sciences

Shanghai Jiao Tong University

Research output: Contribution to journal › Article › peer-review

38 Scopus citations

Abstract

In this paper, we present a new trust region algorithm for the system of singular nonlinear equations with the regularized trust region subproblem. The new algorithm preserves the global convergence of the traditional trust region algorithm, and has the quadratic convergence under some suitable conditions. Finally, some numerical results are given.

Original language	English
Pages (from-to)	59-70
Number of pages	12
Journal	Computational Optimization and Applications
Volume	48
Issue number	1
DOIs	https://doi.org/10.1007/s10589-009-9236-7
State	Published - Jan 2011

Keywords

Local error bound condition
Nonlinear equations
Trust region method

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title = "An improved trust region algorithm for nonlinear equations",

abstract = "In this paper, we present a new trust region algorithm for the system of singular nonlinear equations with the regularized trust region subproblem. The new algorithm preserves the global convergence of the traditional trust region algorithm, and has the quadratic convergence under some suitable conditions. Finally, some numerical results are given.",

keywords = "Local error bound condition, Nonlinear equations, Trust region method",

author = "Jinyan Fan and Jianyu Pan",

year = "2011",

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AB - In this paper, we present a new trust region algorithm for the system of singular nonlinear equations with the regularized trust region subproblem. The new algorithm preserves the global convergence of the traditional trust region algorithm, and has the quadratic convergence under some suitable conditions. Finally, some numerical results are given.

KW - Local error bound condition

KW - Nonlinear equations

KW - Trust region method

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DO - 10.1007/s10589-009-9236-7

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An improved trust region algorithm for nonlinear equations

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Keywords

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