Convergence rate of the trust region method for nonlinear equations under local error bound condition

被引：51

作者：

Fan, Jinyan ^{[1
]}

机构：

[1] Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China

[2] SJTU, Shanghai Univ E Inst, Div Computat Sci, Shanghai, Peoples R China

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2006年 / 34卷 / 02期

基金：

中国国家自然科学基金;

关键词：

nonlinear equations; trust region method; local error bound condition;

D O I：

10.1007/s10589-005-3078-8

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：

In this paper, we present the new trust region method for nonlinear equations with the trust region converging to zero. The new method preserves the global convergence of the traditional trust region methods in which the trust region radius will be larger than a positive constant. We study the convergence rate of the new method under the local error bound condition which is weaker than the nonsingularity. An example given by Y.X. Yuan shows that the convergence rate can not be quadratic. Finally, some numerical results are given.

引用

页码：215 / 227

页数：13

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