Global convergence of a filter-trust-region algorithm for solving nonsmooth equations

Zhenghao Yang; Wenyu Sun; Liqun Qi

doi:10.1080/00207160802195993

Global convergence of a filter-trust-region algorithm for solving nonsmooth equations

Zhenghao Yang, Wenyu Sun, Liqun Qi

Research output: Journal article publication › Journal article › Academic research › peer-review

4 Citations (Scopus)

Abstract

In this paper, we present a new algorithm for solving nonsmooth equations, where the function is locally Lipschitzian. The algorithm attempts to combine the efficiency of filter techniques and the robustness of trust-region method. Global convergence for this algorithm is established under reasonable assumptions.

Original language	English
Pages (from-to)	788-796
Number of pages	9
Journal	International Journal of Computer Mathematics
Volume	87
Issue number	4
DOIs	https://doi.org/10.1080/00207160802195993
Publication status	Published - 1 Mar 2010

Keywords

Filter technique
Global convergence
Nonsmooth equations
Trust-region algorithm

ASJC Scopus subject areas

Computer Science Applications
Computational Theory and Mathematics
Applied Mathematics

More information

10.1080/00207160802195993

Cite this

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title = "Global convergence of a filter-trust-region algorithm for solving nonsmooth equations",

abstract = "In this paper, we present a new algorithm for solving nonsmooth equations, where the function is locally Lipschitzian. The algorithm attempts to combine the efficiency of filter techniques and the robustness of trust-region method. Global convergence for this algorithm is established under reasonable assumptions.",

keywords = "Filter technique, Global convergence, Nonsmooth equations, Trust-region algorithm",

author = "Zhenghao Yang and Wenyu Sun and Liqun Qi",

year = "2010",

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AU - Sun, Wenyu

AU - Qi, Liqun

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N2 - In this paper, we present a new algorithm for solving nonsmooth equations, where the function is locally Lipschitzian. The algorithm attempts to combine the efficiency of filter techniques and the robustness of trust-region method. Global convergence for this algorithm is established under reasonable assumptions.

AB - In this paper, we present a new algorithm for solving nonsmooth equations, where the function is locally Lipschitzian. The algorithm attempts to combine the efficiency of filter techniques and the robustness of trust-region method. Global convergence for this algorithm is established under reasonable assumptions.

KW - Filter technique

KW - Global convergence

KW - Nonsmooth equations

KW - Trust-region algorithm

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DO - 10.1080/00207160802195993

M3 - Journal article

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JF - International Journal of Computer Mathematics

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Global convergence of a filter-trust-region algorithm for solving nonsmooth equations

Abstract

Keywords

ASJC Scopus subject areas

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