IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v123y2004i1d10.1023_bjota.0000043997.42194.dc.html
   My bibliography  Save this article

On the Convergence of a Trust-Region Method for Solving Constrained Nonlinear Equations with Degenerate Solutions

Author

Listed:
  • X. J. Tong

    (Changsha University of Science and Technology)

  • L. Qi

    (Hong Kong Polytechnic University)

Abstract

This paper presents a trust-region method for solving the constrained nonlinear equation F(x) = 0, x ∈ Ω, where Ω ⊂ R n is 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.

Suggested Citation

  • X. J. Tong & L. Qi, 2004. "On the Convergence of a Trust-Region Method for Solving Constrained Nonlinear Equations with Degenerate Solutions," Journal of Optimization Theory and Applications, Springer, vol. 123(1), pages 187-211, October.
    • Handle: RePEc:spr:joptap:v:123:y:2004:i:1:d:10.1023_b:jota.0000043997.42194.dc
    DOI: 10.1023/B:JOTA.0000043997.42194.dc
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/B:JOTA.0000043997.42194.dc
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1023/B:JOTA.0000043997.42194.dc?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. L. Qi & X. J. Tong & D. H. Li, 2004. "Active-Set Projected Trust-Region Algorithm for Box-Constrained Nonsmooth Equations," Journal of Optimization Theory and Applications, Springer, vol. 120(3), pages 601-625, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Gonglin Yuan & Zehong Meng & Yong Li, 2016. "A Modified Hestenes and Stiefel Conjugate Gradient Algorithm for Large-Scale Nonsmooth Minimizations and Nonlinear Equations," Journal of Optimization Theory and Applications, Springer, vol. 168(1), pages 129-152, January.
    2. Chuanwei Wang & Yiju Wang & Chuanliang Xu, 2007. "A projection method for a system of nonlinear monotone equations with convex constraints," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 66(1), pages 33-46, August.
    3. Morteza Kimiaei & Farzad Rahpeymaii, 2019. "A new nonmonotone line-search trust-region approach for nonlinear systems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 199-232, July.
    4. Leonardo Galli & Christian Kanzow & Marco Sciandrone, 2018. "A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties," Computational Optimization and Applications, Springer, vol. 69(3), pages 629-652, April.
    5. J. Chen & L. Qi, 2010. "Pseudotransient Continuation for Solving Systems of Nonsmooth Equations with Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 147(2), pages 223-242, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Leonardo Galli & Christian Kanzow & Marco Sciandrone, 2018. "A nonmonotone trust-region method for generalized Nash equilibrium and related problems with strong convergence properties," Computational Optimization and Applications, Springer, vol. 69(3), pages 629-652, April.
    2. Li, Xiangli & Guo, Xiao, 2015. "Spectral residual methods with two new non-monotone line searches for large-scale nonlinear systems of equations," Applied Mathematics and Computation, Elsevier, vol. 269(C), pages 59-69.
    3. J. Chen & L. Qi, 2010. "Pseudotransient Continuation for Solving Systems of Nonsmooth Equations with Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 147(2), pages 223-242, November.
    4. Gonglin Yuan & Zengxin Wei & Zhongxing Wang, 2013. "Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization," Computational Optimization and Applications, Springer, vol. 54(1), pages 45-64, January.
    5. Changyu Wang & Qian Liu & Cheng Ma, 2013. "Smoothing SQP algorithm for semismooth equations with box constraints," Computational Optimization and Applications, Springer, vol. 55(2), pages 399-425, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:123:y:2004:i:1:d:10.1023_b:jota.0000043997.42194.dc. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.