A new trust region method for solving least-square transformation of system of equalities and inequalities

作者：Tarzanagh D Ataee; Saeidian Z; Peyghami M Reza^*; Mesgarani H

来源：Optimization Letters, 2015, 9(2): 283-310.

DOI：10.1007/s11590-013-0711-9

• System of equalities and inequalities
• Trust region methods
• Least-square problems
• Nonmonotone and adaptive methods

In this paper, a new nonmonotone trust region method with adaptive radius is proposed for solving system of equalities and inequalities. This method combines a new nonmonotone technique with a new adaptive strategy based on the Shi and Guo's adaptive technique in (J Comput Appl Math 213:509-520, 2008), which makes full use of the current point information. Under some standard assumptions, the global convergence property as well as the superlinear convergence rate are established for the new method. Numerical results on some nonlinear systems of equalities and inequalities indicate the efficiency and robustness of the proposed method in practice.

• 出版日期2015-2