An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems

DOI10.1016/j.cam.2005.01.013zbMath1087.65047OpenAlexW2011946467MaRDI QIDQ2566263

De-Tong Zhu

Publication date: 22 September 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2005.01.013

zbMATH Keywords

global convergencenumerical resultsNewton methodsystems of nonlinear equationstrust-region strategyaffine scaling trust-region algorithmnonmonotonic interior backtracking line search techniquesquadratic local convergence

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Numerical computation of solutions to systems of equations (65H10) Interior-point methods (90C51)

Related Items (18)

A trust-region algorithm combining line search filter method with Lagrange merit function for nonlinear constrained optimization ⋮ On the global convergence of a projective trust region algorithm for nonlinear equality constrained optimization ⋮ An inexact Newton-like conditional gradient method for constrained nonlinear systems ⋮ An inexact projected LM type algorithm for solving convex constrained nonlinear equations ⋮ A trust-region algorithm combining line search filter technique for nonlinear constrained optimization ⋮ On affine-scaling inexact dogleg methods for bound-constrained nonlinear systems ⋮ On the global convergence of an inexact quasi-Newton conditional gradient method for constrained nonlinear systems ⋮ Constrained dogleg methods for nonlinear systems with simple bounds ⋮ Approximate norm descent methods for constrained nonlinear systems ⋮ Local convergence of a trust-region algorithm with line search filter technique for nonlinear constrained optimization ⋮ An inexact derivative-free Levenberg-Marquardt method for linear inequality constrained nonlinear systems under local error bound conditions ⋮ An affine scaling interior trust-region method combining with line search filter technique for optimization subject to bounds on variables ⋮ Projected adaptive cubic regularization algorithm with derivative-free filter technique for box constrained optimization ⋮ Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications ⋮ A Newton conditional gradient method for constrained nonlinear systems ⋮ Nonmonotone conic trust region method with line search technique for bound constrained optimization ⋮ Numerical solution of KKT systems in PDE-constrained optimization problems via the affine scaling trust-region approach† ⋮ An affine-scaling derivative-free trust-region method for solving nonlinear systems subject to linear inequality constraints

Uses Software

• STRSCNE
• GQTPAR

Cites Work

• Handbook of test problems in local and global optimization
• Nonmonotonic trust region algorithm
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• Computing a Trust Region Step
• Newton’s Method with a Model Trust Region Modification
• Quasi-Newton Methods, Motivation and Theory
• Convergence Theory of Nonlinear Newton–Krylov Algorithms
• Globally Convergent Inexact Newton Methods
• A Nonmonotone Line Search Technique for Newton’s Method
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
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