عنوان
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A nonmonotone trust-region-approach with nonmonotone adaptive radius for solving nonlinear systems
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نوع پژوهش
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مقاله چاپشده در مجلات علمی
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کلیدواژهها
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Nonlinear equations;Trust-region framework; Adaptive radius;
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چکیده
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This paper presents a trust-region procedure for solving systems of non- linear equations. The proposed approach takes advantages of an effective adaptive trust-region radius and a nonmonotone strategy by combining both of them appropriately. It is believed that selecting an appropriate adaptive radius based on a suitable nonmonotone strategy can improve the efficiency and robustness of the trust-region framework as well as can decrease the com- putational cost of the algorithm by decreasing the number of subproblems that must be solved. The global convergence to rst order stationary points as well as the local q-quadratic convergence of the proposed approach are proved. Numerical experiments show that the new algorithm is promising and attractive for solving nonlinear systems.
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پژوهشگران
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کیوان امینی (نفر اول)، حمید اسمعیلی (نفر دوم)، مرتضی کیمیایی (نفر سوم)
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