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.File | Dimensione | Formato | |
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