An improved trust region algorithm for nonlinear equations

作者：Fan, Jinyan^*; Pan, Jianyu

来源：Computational Optimization and Applications, 2011, 48(1): 59-70.

DOI：10.1007/s10589-009-9236-7

• Nonlinear equations
• Trust region method
• Local error bound condition

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.

• 出版日期2011-1
• 单位华东师范大学; 上海交通大学; 上海大学