2008Gongcheng shuxue xuebaoRequires access

A Trust Region Method for Nonlinear System

Tong Jian

Open publisher page 0 citations

Abstract

This paper presents a trust region method for nonlinear system. This problem is first transformed into a nonlinear optimization with nonnegative constraints by introducing slack variables. Then, without solving a quadratic trust region sub-problem, a system of linear equations is solved to find a search direction with the aid of to the KKT condition and F-B the NCP function. Under certain conditions, this algorithm is globally convergent and locally super-linear convergent. Numerical experiments show that the algorithm is effective.

About this research paper

What this paper is about

This paper presents a trust region method for nonlinear system. This problem is first transformed into a nonlinear optimization with nonnegative constraints by introducing slack variables. Then, without solving a quadratic trust region sub-problem, a system of linear equations is solved to find a search direction with the aid of to the KKT condition and F-B the NCP function. Under certain conditions, this algorithm is globally convergent and locally super-linear convergent. Numerical experiments show that the algorithm is effective.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

This paper presents a trust region method for nonlinear system. This problem is first transformed into a nonlinear optimization with nonnegative constraints by introducing slack variables. Then, without solving a quadratic trust region sub-problem, a system of linear equations is solved to find a search direction with the aid of to the KKT condition and F-B the NCP function. Under certain conditions, this algorithm is globally convergent and locally super-linear convergent. Numerical experiments show that the algorithm is effective.

Key concepts: Karush–Kuhn–Tucker conditions, Trust region, Mathematics, Nonlinear system, Mathematical optimization, Function (biology), Quadratic equation, Convergence (economics)

Related papers

Back to paper searchBrowse research topicsOriginal source
A Trust Region Method for Nonlinear System — Research Paper | ScholarLens