An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems (Q2566263)
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scientific article; zbMATH DE number 2207436
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| English | An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems |
scientific article; zbMATH DE number 2207436 |
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An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems (English)
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22 September 2005
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The author introduces a new affine scaling trust-region algorithm for solving systems of nonlinear equations subject to constraints. Trust-region strategy and nonmonotonic interior backtracking line search techniques are combined nicely in this new algorithm. The global convergence is proven. Quadratic local convergence is established under certain conditions. Numerical results demonstrate the effectiveness of this method.
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Newton method
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affine scaling trust-region algorithm
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systems of nonlinear equations
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trust-region strategy
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nonmonotonic interior backtracking line search techniques
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global convergence
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quadratic local convergence
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numerical results
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0.9720871
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0.9711857
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0.94702446
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0.94391334
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0.93029356
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0.92703235
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0.9254013
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0.9247563
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