A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations

This paper presents a new trust region algorithm for solving nonsmooth nonlinear equation problems which posses the smooth plus non-smooth decomposition. At each iteration, this method obtains a trial step by solving a system of linear equations, hence avoiding the need for solving a quadratic progr...

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Veröffentlicht in:Journal of applied mathematics & computing Jg. 22; H. 3; S. 371 - 380
1. Verfasser: Yigui, Ou
Format: Journal Article
Sprache:Englisch
Veröffentlicht: Dordrecht Springer Nature B.V 01.10.2006
Schlagworte:
Algorithms
Nonlinear equations
Studies
ISSN:1598-5865, 1865-2085
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Zusammenfassung:This paper presents a new trust region algorithm for solving nonsmooth nonlinear equation problems which posses the smooth plus non-smooth decomposition. At each iteration, this method obtains a trial step by solving a system of linear equations, hence avoiding the need for solving a quadratic programming subproblem with a trust region bound. From a computational point of view, this approach may reduce computational effort and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and locally super-linearly convergent. Some numerical examples are reported.[PUBLICATION ABSTRACT]
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ISSN:1598-5865
1865-2085
DOI:10.1007/BF02832062