A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations |
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Authors: | Ou Yigui |
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Institution: | 1. Department of Applied Mathematics, Hainan University, Haikou, 570228, Hainan, P. R. China
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Abstract: | This paper presents a new trust region algorithm for solving nonsmooth nonlinear equation problems which posses the smooth plus non-smooth decomposition. At each iteration, this method obtains a trial step by solving a system of linear equations, hence avoiding the need for solving a quadratic programming subproblem with a trust region bound. From a computational point of view, this approach may reduce computational effort and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and locally super-linearly convergent. Some numerical examples are reported. |
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