Subspace Trust-Region Methods for Large Bound-Constrained Nonlinear Equations

Authors:
Stefania Bellavia;Benedetta Morini
Affiliations:
-;-
Venue:
SIAM Journal on Numerical Analysis
Year:
2006

Citing 0
Cited 4

Globalization strategies for Newton-Krylov methods for stabilized FEM discretization of Navier-Stokes equations

Journal of Computational Physics
Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities

Applied Numerical Mathematics
Nonsymmetric Preconditioner Updates in Newton-Krylov Methods for Nonlinear Systems

SIAM Journal on Scientific Computing
Constrained Dogleg methods for nonlinear systems with simple bounds

Computational Optimization and Applications

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Abstract

Trust-region methods for solving large bound-constrained nonlinear systems are considered. These allow for spherical or elliptical trust regions where the search for an approximate solution is restricted to a low-dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction with Krylov methods are discussed and the practical performance of the resulting algorithms is shown.