A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints

作者：Kimiaei Morteza^*

来源：Calcolo, 2017, 54(3): 769-812.

DOI：10.1007/s10092-016-0208-x

• Nonlinear equations
• Box constraints
• Newton's method
• Active set
• Global convergence
• Superlinear convergence
• Nonmonotone trust-region method

A nonmonotone trust-region method for the solution of nonlinear systems of equations with box constraints is considered. The method differs from existing trust-region methods both in using a new nonmonotonicity strategy in order to accept the current step and a new updating technique for the trust-region-radius. The overall method is shown to be globally convergent. Moreover, when combined with suitable Newton-type search directions, the method preserves the local fast convergence. Numerical results indicate that the new approach is more effective than existing trust-region algorithms.

• 出版日期2017-9