Projected gradient trust-region method for solving nonlinear systems with convex constraints  

作　　者：JIA Chun-xia ZHU De-tong 

机构地区：[1]Mathematics and Science College, Shanghai Normal University, Shanghai 200234, China [2]Business College, Shanghai Normal University, Shanghai 200234, China

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2011年第1期57-69,共13页高校应用数学学报（英文版）（B辑）

基　　金：Supported by the National Natural Science Foundation of China (10871130);the Research Fund for the Doctoral Program of Higher Education of China (20093127110005);the Scientific Computing Key Laboratory of Shanghai Universities

摘　　要：In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.

关 键 词：Nonlinear equation trust region method projected gradient local error bound. 

分 类 号：O224[理学—运筹学与控制论] TP271[理学—数学]