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Full Record Details
Persistent URL
http://purl.org/net/epubs/work/40542
Record Status
Checked
Record Id
40542
Title
A multidimensional filter algorithm for nonlinear equations and nonlinear least squares
Contributors
N I M Gould
,
S Leyffer
,
PL Toint
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
,
CSE
,
CSE-NAG
Keywords
Funding Information
Related Research Object(s):
29783
Licence Information:
Language
English (EN)
Type
Details
URI(s)
Local file(s)
Year
Journal Article
SIAM J Optimiz
15, no. 1 (2005): 17-38.
doi:10.1137/S1052623403422637
2005
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