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Subspace trust-region methods for large bound-constrained nonlinear equations. (English) Zbl 1128.65033

Authors’ abstract: Trust-region methods for solving large bound-constrained nonlinear systems are considered. These allow for spherical or elliptical trust regions where the search for an approximate solution is restricted to a low-dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction with Krylov methods are discussed and the practical performance of the resulting algorithms is shown.

MSC:

65H10 Numerical computation of solutions to systems of equations
90C06 Large-scale problems in mathematical programming

Software:

NITSOL; GQTPAR; KELLEY
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