On the convergence of a trust-region method for solving constrained nonlinear equations with degenerate solutions

被引:47
作者
Tong, XJ [1 ]
Qi, L
机构
[1] Changsha Univ Sci & TEchnol, Inst Math, Changsha, Peoples R China
[2] Hong Kong Polytech Univ, Dept Appl Math, Kowloon, Hong Kong, Peoples R China
基金
美国国家科学基金会; 澳大利亚研究理事会;
关键词
constrained nonlinear equations; trust-region methods; global convergence; superlinear/quadratic convergence; error bounds;
D O I
10.1023/B:JOTA.0000043997.42194.dc
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
This paper presents a trust-region method for solving the constrained nonlinear equation F(x) = 0, x is an element of Omega, where Omega subset of R(n) is a nonempty and closed convex set, F is defined on an open set containing Omega and is continuously differentiable. The iterates generated by the method are feasible. The method is globally and quadratically convergent under local error bounded assumption on F. The results obtained are extensions of the work of Yamashita and Fukushima (Ref. 1) and Fan and Yuan (Ref. 2) for unconstrained nonlinear equations. Numerical results show that the new algorithm works quite well.
引用
收藏
页码:187 / 211
页数:25
相关论文
共 21 条
[1]  
BELLAVIA S, 2001, AFFINE SCALING TRUST
[2]   STABILITY REGIONS OF NONLINEAR AUTONOMOUS DYNAMICAL-SYSTEMS [J].
CHIANG, HD ;
HIRSCH, MW ;
WU, FF .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1988, 33 (01) :16-27
[3]   Quasi-stability regions of nonlinear dynamical systems: Optimal estimations [J].
Chiang, HD ;
FekihAhmed, L .
IEEE TRANSACTIONS ON CIRCUITS AND SYSTEMS I-REGULAR PAPERS, 1996, 43 (08) :636-643
[4]   Convergence properties of the inexact Levenberg-Marquardt method under local error bound conditions [J].
Dan, H ;
Yamashita, N ;
Fukushima, M .
OPTIMIZATION METHODS & SOFTWARE, 2002, 17 (04) :605-626
[5]  
El-Hawary ME, 1996, OPTIMAL POWER FLOW S
[6]  
FAN JY, 2001, CONVERGENCE NEW LEVE
[7]  
GABRIEL SA, 1994, LARGE SCALE OPTIMIZA, P159
[8]  
Hock W., 1981, LECT NOTES EC MATH S, V187
[9]   A new nonsmooth equations approach to nonlinear complementarity problems [J].
Jiang, HY ;
Qi, LQ .
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1997, 35 (01) :178-193
[10]  
Kanzow C, 2001, APPL OPTIM, V50, P179