A new adaptive trust-region method for system of nonlinear equations

作者：Esmaeili Hamid^*; Kimiaei Morteza

来源：Applied Mathematical Modelling, 2014, 38(11-12): 3003-3015.

DOI：10.1016/j.apm.2013.11.023

• Nonlinear equations
• Trust-region framework
• Adaptive radius
• Nonmonotone technique
• Convergence theory

This study presents a new trust-region procedure to solve a system of nonlinear equations in several variables. The proposed approach combines an effective adaptive trust-region radius with a nonmonotone strategy, because it is believed that this combination can improve the efficiency and robustness of the trust-region framework. Indeed, it decreases the computational cost of the algorithm by decreasing the required number of subproblems to be solved. The global and the quadratic convergence of the proposed approach is proved without any nondegeneracy assumption of the exact Jacobian. Preliminary numerical results indicate the promising behavior of the new procedure to solve systems of nonlinear equations. Published by Elsevier Inc.

• 出版日期2014-6-1