A new trust region method for nonlinear equations

Juliang Zhang () and Yong Wang ()

Mathematical Methods of Operations Research, 2003, vol. 58, issue 2, 283-298

Abstract: In this paper, a new trust region method for the system of nonlinear equations is presented in which the determining of the trust region radius incorporates the information of its natural residual. The global convergence is obtained under mild conditions. Unlike traditional trust region method, the superlinear convergence of the method is proven under the local error bound condition. This condition is weaker than the nondegeneracy assumption which is necessary for superlinear convergence of traditional trust region method. We also propose an approximate algorithm for the trust region subproblem. Preliminary numerical experiments are reported. Copyright Springer-Verlag 2003

Keywords: Nonlinear equation system; Trust region method; Local error bound; Superlinear convergence (search for similar items in EconPapers)
Date: 2003
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DOI: 10.1007/s001860300302

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