INEXACT TRUST REGION METHOD FOR LARGE SPARSE SYSTEMS OF NONLINEAR EQUATIONS

被引：50

作者：

LUKSAN, L

机构：

[1] Institute of Computer Science, Academy of Sciences of the Czech Republic, Prague

来源：

JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS | 1994年 / 81卷 / 03期

关键词：

NONLINEAR EQUATIONS; SPARSE SYSTEMS; TRUST REGION METHODS;

D O I：

10.1007/BF02193101

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

The main purpose of this paper is to prove the global convergence of the new trust region method based on the smoothed CGS algorithm. This method is surprisingly convenient for the numerical solution of large sparse systems of nonlinear equations, as is demonstrated by numerical experiments. A modification of the proposed trust region method does not use matrices, so it can be used for large dense systems of nonlinear equations.

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页码：569 / 590

页数：22

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