1. A BFGS trust-region method for nonlinear equations.
- Author
-
Yuan, Gonglin, Wei, Zengxin, and Lu, Xiwen
- Subjects
MATHEMATICAL optimization ,NONLINEAR statistical models ,STOCHASTIC convergence ,QUADRATIC programming ,NUMERICAL analysis ,MATHEMATICAL analysis - Abstract
In this paper, a new trust-region subproblem combining with the BFGS update is proposed for solving nonlinear equations, where the trust region radius is defined by a new way. The global convergence without the nondegeneracy assumption and the quadratic convergence are obtained under suitable conditions. Numerical results show that this method is more effective than the norm method. [ABSTRACT FROM AUTHOR]
- Published
- 2011
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