A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
type: Item
instance of: scholarly article
title: A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations
zbMATH Open document ID: 1146.90072
DOI: 10.1007/BF02832062
published in: Journal of Applied Mathematics and Computing
publication date: 2007-01-29T00:00:00Z
review text: A new trust region algorithm for solving nonsmooth nonlinear equation problems which posses the smooth plus nonsmooth decomposition is presented. At each iteration, this method obtains a search direction not by solving a quadratic programming subproblem with a trust region bound, but by solving a system of linear equations. This approach may reduce computational effort and hence improve computational efficiency. It is also proved that under appropriate assumptions this algorithm is globally and locally superlinearly convergent. Some numerical examples are presented.
Mathematics Subject Classification ID: 90C30
Mathematics Subject Classification ID: 65K05
zbMATH DE Number: 5119558
zbMATH Keywords: Nonsmooth nonlinear equations
zbMATH Keywords: ODE methods
zbMATH Keywords: trust region methods
zbMATH Keywords: superlinear convergence
author: Yigui Ou
reviewed by: Nada Djuranović-Miličić
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf02832062
OpenAlex ID: W116482770
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description: scientific article; zbMATH DE number 5119558