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

被引:27
|
作者
Bellavia, Stefania [1 ]
Morini, Benedetta [1 ]
机构
[1] Univ Florence, Dipartimento Energet S Stecco, I-50134 Florence, Italy
关键词
bound-constrained nonlinear systems; subspace trust-region methods; inexact Newton step; Krylov subspace methods;
D O I
10.1137/040611951
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
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.
引用
收藏
页码:1535 / 1555
页数:21
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