Abstract
This paper presents a trust-region method for solving the constrained nonlinear equation F(x) = 0, x ∈ Ω, where Ω ⊂ Rnis a nonempty and closed convex set, F is defined on the open set containing Ω and is continuously differentiable. The iterates generated by the method are feasible. The method is globally and quadratically convergent under local error bounded assumption on F. The results obtained are extensions of the work of Yamashita Fukushima (Ref. 1) and Fan Yuan (Ref. 2) for unconstrained nonlinear equations. Numerical results show that the new algorithm works quite well.
Original language | English |
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Pages (from-to) | 187-211 |
Number of pages | 25 |
Journal | Journal of Optimization Theory and Applications |
Volume | 123 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Oct 2004 |
Keywords
- Constrained nonlinear equations
- error bound
- global convergence
- superlinear/quadratic convergence
- trust-region methods
ASJC Scopus subject areas
- Applied Mathematics
- Control and Optimization
- Management Science and Operations Research