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A trust-region approach with novel filter adaptive radius for system of nonlinear equations

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Abstract

This work introduces a version of filter technique to produce an adaptive radius and then adds it into trust-region algorithm. This method uses advantages of the functions norm’s necessary information in order to produce a smaller radius of trust-region close to the optimizer and also a larger radius of trust-region far away from the optimizer using advantages of the filter technique (Fatemi and Mahdavi-Amiri, Comput. Optim. Appl. 52(1), 239–266 2012). Under some ordinary conditions, the global convergence of the proposed approach is proved. Numerical results are also presented.

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Author information

Authors and Affiliations

  1. Department of Mathematics, Asadabad Branch, Islamic Azad University, Asadabad, Iran

    Morteza Kimiaei

  2. Department of Mathematics, Bu-Ali Sina University, Hamedan, Iran

    Hamid Esmaeili

Authors
  1. Morteza Kimiaei
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  2. Hamid Esmaeili
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Correspondence to Morteza Kimiaei.

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Kimiaei, M., Esmaeili, H. A trust-region approach with novel filter adaptive radius for system of nonlinear equations. Numer Algor 73, 999–1016 (2016). https://doi.org/10.1007/s11075-016-0126-7

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  • DOI: https://doi.org/10.1007/s11075-016-0126-7

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