A BFGS trust-region method for nonlinear equations

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• 作者：1. College of Mathematics and Information Science ; Guangxi University ; Nanning ; 530004 Guangxi ; People’s Republic of China2. School of Science ; East China University of Science and Technology ; 200237 Shanghai ; People’s Republic of China
• 关键词：Trust region method – BFGS update – Global convergence – Nonlinear equations
• 刊名：Computing
• 出版年：2011
• 出版时间：August 2011
• 年：2011
• 卷：92
• 期：4
• 页码：317-333
• 全文大小：237.3 KB
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• 作者单位：http://www.springerlink.com/content/f349662022336x82/
• 刊物类别：Mathematics and Statistics
• 刊物主题：Mathematics
  Computational Mathematics and Numerical Analysis
  
• 出版者：Springer Wien
• ISSN：1436-5057

文摘

In this paper, a new trust-region subproblem combining with the BFGS update is proposed for solving nonlinear equations, where the trust region radius is defined by a new way. The global convergence without the nondegeneracy assumption and the quadratic convergence are obtained under suitable conditions. Numerical results show that this method is more effective than the norm method.