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An improved trust region algorithm for nonlinear equations

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Abstract

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.

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Authors and Affiliations

  1. Department of Mathematics, Shanghai Jiao Tong University, Shanghai, 200240, People’s Republic of China

    Jinyan Fan

  2. Division of Computational Science, E-Institute of Shanghai Universities at SJTU, Shanghai, People’s Republic of China

    Jinyan Fan

  3. Department of Mathematics, East China Normal University, Shanghai, 200241, People’s Republic of China

    Jianyu Pan

Authors
  1. Jinyan Fan
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  2. Jianyu Pan
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Correspondence to Jinyan Fan.

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Fan, J., Pan, J. An improved trust region algorithm for nonlinear equations. Comput Optim Appl 48, 59–70 (2011). https://doi.org/10.1007/s10589-009-9236-7

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  • DOI: https://doi.org/10.1007/s10589-009-9236-7

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