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Persistent URL http://purl.org/net/epubs/work/29783
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Record Id 29783
Title A multidimensional filter algorithm for nonlinear equations and nonlinear least squares
Abstract We introduce a new algorithm for the solution of systems of nonlinear equations and nonlinear least-squares problems that attempts to combine efficiency of filter techniques and the robustness of trust-region methods. The algorithm is shown, under reasonable assumptions, to globally converge to zeros of the system, or to first-order stationary points of the Euclidean norm of its residual. Preliminary numerical experience is presented that shows substantial gains in efficiency over the traditional monotone trust-region approach
Organisation CCLRC
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Related Research Object(s): 40542
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Language English (EN)
Type Details URI(s) Local file(s) Year
Report RAL Technical Reports RAL-TR-2003-004. 2003. raltr-2003004.pdf 2003