On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation

S. Bellavia (), B. Morini () and E. Riccietti ()
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S. Bellavia: Università di Firenze
B. Morini: Università di Firenze
E. Riccietti: Università di Firenze

Computational Optimization and Applications, 2016, vol. 64, issue 1, No 1, 30 pages

Abstract: Abstract In this paper we address the stable numerical solution of nonlinear ill-posed systems by a trust-region method. We show that an appropriate choice of the trust-region radius gives rise to a procedure that has the potential to approach a solution of the unperturbed system. This regularizing property is shown theoretically and validated numerically.

Keywords: Ill-posed systems of nonlinear equations; Regularization; Nonlinear stepsize control; Trust-region methods (search for similar items in EconPapers)
Date: 2016
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-015-9806-9

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