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An efficient line search trust-region for systems of nonlinear equations
Mathematical Sciences ( IF 2 ) Pub Date : 2020-06-28 , DOI: 10.1007/s40096-020-00339-4 Farzad Rahpeymaii
Mathematical Sciences ( IF 2 ) Pub Date : 2020-06-28 , DOI: 10.1007/s40096-020-00339-4 Farzad Rahpeymaii
An improved derivative-free trust-region method to solve systems of nonlinear equations in several variables is presented, combined with the Wolfe conditions to update the trust-region radius. We believe that producing step-sizes by the Wolfe conditions can control the trust-region radius. The new algorithm for which strong global convergence properties are proved is robust and efficient enough to solve systems of nonlinear equations.
中文翻译:
非线性方程组的有效线搜索信任域
提出了一种改进的无导数信赖域方法,该算法可以求解多个变量中的非线性方程组,并结合沃尔夫条件更新了信赖域半径。我们认为,通过沃尔夫条件产生步长可以控制信任区半径。证明了其强大的全局收敛性的新算法具有足够的鲁棒性和效率,足以求解非线性方程组。
更新日期:2020-06-28
中文翻译:
非线性方程组的有效线搜索信任域
提出了一种改进的无导数信赖域方法,该算法可以求解多个变量中的非线性方程组,并结合沃尔夫条件更新了信赖域半径。我们认为,通过沃尔夫条件产生步长可以控制信任区半径。证明了其强大的全局收敛性的新算法具有足够的鲁棒性和效率,足以求解非线性方程组。