Trust-region methods for solving large bound-constrained nonlinear systems are considered. These allow for spherical or elliptical trust regions where the search for an approximate solution is restricted to a low-dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction with Krylov methods are discussed and the practical performance of the resulting algorithms is shown.

Subspace trust-region methods for large bound-constrained nonlinear equations / BELLAVIA S; B. MORINI. - In: SIAM JOURNAL ON NUMERICAL ANALYSIS. - ISSN 0036-1429. - STAMPA. - 44:(2006), pp. 1535-1555. [10.1137/040611951]

Subspace trust-region methods for large bound-constrained nonlinear equations

BELLAVIA, STEFANIA;MORINI, BENEDETTA
2006

Abstract

Trust-region methods for solving large bound-constrained nonlinear systems are considered. These allow for spherical or elliptical trust regions where the search for an approximate solution is restricted to a low-dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction with Krylov methods are discussed and the practical performance of the resulting algorithms is shown.
2006
44
1535
1555
BELLAVIA S; B. MORINI
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Utilizza questo identificatore per citare o creare un link a questa risorsa: https://hdl.handle.net/2158/309784
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