A nonmonotone filter trust region method for the system of nonlinear equations

作者：Wang Hua^*; Pu Dingguo

来源：Applied Mathematical Modelling, 2013, 37(1-2): 498-506.

DOI：10.1016/j.apm.2012.03.005

• Filter
• Trust region
• Equality constraints
• The system of nonlinear equations
• Global convergence

In this paper, we present a nonmonotone filter trust region method to attack the system of nonlinear equations. The system of nonlinear equations is transformed into a constrained nonlinear programming problem at each step: some equations are treated as constraints while the others act as objective functions. Compared with the traditional filter strategies, our algorithm is flexible to accept trail steps by means of the nonmonotone filter technique. Moreover, the restoration phase is not needed so that the scale of the calculation is decreased in a certain degree. Global convergence is proven under some suitable conditions. Numerical experiments also show the efficiency of the algorithm.

• 出版日期2013-1
• 单位同济大学; 上海立信会计金融学院