A new trust region method for nonlinear equations
文献类型:期刊论文
作者 | Zhang, JL; Wang, Y |
刊名 | MATHEMATICAL METHODS OF OPERATIONS RESEARCH
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出版日期 | 2003-11-01 |
卷号 | 58期号:2页码:283-298 |
关键词 | nonlinear equation system trust region method local error bound superlinear convergence |
ISSN号 | 1432-2994 |
DOI | 10.1007/s001860300302 |
英文摘要 | In this paper, a new trust region method for the system of nonlinear equations is presented in which the determining of the trust region radius incorporates the information of its natural residual. The global convergence is obtained under mild conditions. Unlike traditional trust region method, the superlinear convergence of the method is proven under the local error bound condition. This condition is weaker than the non-degeneracy assumption which is necessary for superlinear convergence of traditional trust region method. We also propose an approximate algorithm for the trust region subproblem. Preliminary numerical experiments are reported. |
WOS研究方向 | Operations Research & Management Science ; Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000186491500009 |
出版者 | PHYSICA-VERLAG GMBH & CO |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/19124] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
通讯作者 | Zhang, JL |
作者单位 | 1.Tsing Hua Univ, Sch Econ & Management, Dept Management Sci & Engn, Beijing 100084, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Inst Appl Math, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Zhang, JL,Wang, Y. A new trust region method for nonlinear equations[J]. MATHEMATICAL METHODS OF OPERATIONS RESEARCH,2003,58(2):283-298. |
APA | Zhang, JL,&Wang, Y.(2003).A new trust region method for nonlinear equations.MATHEMATICAL METHODS OF OPERATIONS RESEARCH,58(2),283-298. |
MLA | Zhang, JL,et al."A new trust region method for nonlinear equations".MATHEMATICAL METHODS OF OPERATIONS RESEARCH 58.2(2003):283-298. |
入库方式: OAI收割
来源:数学与系统科学研究院
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