On the modified trust region algorithm for nonlinear equations

被引:7
作者
Fan, Jinyan [1 ]
Lu, Na
机构
[1] Shanghai Jiao Tong Univ, Dept Math, Shanghai 200240, Peoples R China
基金
中国国家自然科学基金;
关键词
nonlinear equations; modified trust region method; local error bound condition; LEVENBERG-MARQUARDT METHOD; CONVERGENCE;
D O I
10.1080/10556788.2014.932943
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
In this paper, we present a modified trust region algorithm for nonlinear equations with the trust region radii converging to zero. The algorithm calculates the Jacobian after every two computations of the step. It preserves the global convergence as the traditional trust region algorithms. Moreover, it converges nearly q-cubically under the local error bound condition, which is weaker than the nonsingularity of the Jacobian at a solution. Numerical results show that the algorithm is very efficient for both singular problems and nonsingular problems.
引用
收藏
页码:478 / 491
页数:14
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