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Hamid Esmaili

Academic rank: Professor
ORCID:
Education: PhD.
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Faculty: Faculty of Science
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Research

Title
A trust-region approach with novel filter adaptive radius for system of nonlinear equations
Type
JournalPaper
Keywords
Nonlinear equation · Trust-region framework · Filter technique · Adaptive radius · Theoretical convergence
Year
2016
Journal NUMERICAL ALGORITHMS
DOI
Researchers morteza Kimiaei ، Hamid Esmaili

Abstract

This work introduces a version of filter technique to produce an adaptive radius and then adds it into trust-region algorithm. This method uses advantages of the functions norm’s necessary information in order to produce a smaller radius of trust-region close to the optimizer and also a larger radius of trust-region far away from the optimizer using advantages of the filter technique (Fatemi and Mahdavi-Amiri, Comput. Optim. Appl. 52(1), 239–266 2012). Under some ordinary conditions, the global convergence of the proposed approach is proved. Numerical results are also presented.