An improved trust region algorithm for nonlinear equations

Authors:
Jinyan Fan;Jianyu Pan
Affiliations:
Department of Mathematics, Shanghai Jiao Tong University, Shanghai, People's Republic of China 200240 and Division of Computational Science, E-Institute of Shanghai Universities at SJTU, Shanghai, ...;Department of Mathematics, East China Normal University, Shanghai, People's Republic of China 200241
Venue:
Computational Optimization and Applications
Year:
2011

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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.