An improved trust region algorithm for nonlinear equations

An improved trust region algorithm for nonlinear equations

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Article ID: iaor20111337
Volume: 48
Issue: 1
Start Page Number: 59
End Page Number: 70
Publication Date: Jan 2011
Journal: Computational Optimization and Applications
Authors: ,
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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