Truncated trust region methods based on preconditioned iterative subalgorithms for large sparse systems of nonlinear equations

DOI10.1023/A:1022678023392MaRDI QIDQ1379937zbMATHOpenAlexFDO

Authors J. Vilček, Ladislav Lukšan

Publication date 5 March 1998

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1022678023392

zbMATH Keywords

global convergencetrust region methodsinexact Jacobiansresidual smoothingconjugate gradient-type methodslarge sparse systems of nonlinear equations

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10)

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Cites work

• scientific article; zbMATH DE number 3928227 (Why is no real title available?)
• scientific article; zbMATH DE number 781821 (Why is no real title available?)
• CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems
• Convergence Theory of Nonlinear Newton–Krylov Algorithms
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Globally Convergent Inexact Newton Methods
• Hybrid Krylov Methods for Nonlinear Systems of Equations
• Inexact trust region method for large sparse systems of nonlinear equations
• Modification of a Quasi-Newton Method for Nonlinear Equations with a Sparse Jacobian
• On the global convergence of trust region algorithms for unconstrained minimization
• Software for estimating sparse Jacobian matrices
• The Conjugate Gradient Method and Trust Regions in Large Scale Optimization

Cited in

(9)

• An effective trust-region-based approach for symmetric nonlinear systems
• A new nonmonotone line-search trust-region approach for nonlinear systems
• Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations
• A Globally Convergent Trust-Region Method for Large-Scale Symmetric Nonlinear Systems
• An efficient adaptive trust-region method for systems of nonlinear equations
• The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations
• Computational experience with globally convergent descent methods for large sparse systems of nonlinear equations^∗
• A new adaptive trust-region method for system of nonlinear equations
• Subspace Trust‐Region Methods for Large Bound‐Constrained Nonlinear Equations

Describes a project that uses

Uses Software

• UMFPACK
• UFO
• CGS

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