Journal
MATHEMATICAL METHODS OF OPERATIONS RESEARCH
Volume 58, Issue 2, Pages 283-298Publisher
PHYSICA-VERLAG GMBH & CO
DOI: 10.1007/s001860300302
Keywords
nonlinear equation system; trust region method; local error bound; superlinear convergence
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In this paper, a new trust region method for the system of nonlinear equations is presented in which the determining of the trust region radius incorporates the information of its natural residual. The global convergence is obtained under mild conditions. Unlike traditional trust region method, the superlinear convergence of the method is proven under the local error bound condition. This condition is weaker than the non-degeneracy assumption which is necessary for superlinear convergence of traditional trust region method. We also propose an approximate algorithm for the trust region subproblem. Preliminary numerical experiments are reported.
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