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A BFGS trust-region method for nonlinear equations.

Authors :
Yuan, Gonglin
Wei, Zengxin
Lu, Xiwen
Source :
Computing; Aug2011, Vol. 92 Issue 4, p317-333, 17p, 2 Charts, 2 Graphs
Publication Year :
2011

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]

Details

Language :
English
ISSN :
0010485X
Volume :
92
Issue :
4
Database :
Complementary Index
Journal :
Computing
Publication Type :
Academic Journal
Accession number :
63701643
Full Text :
https://doi.org/10.1007/s00607-011-0146-z