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Active-set projected trust-region algorithm for box-constrained nonsmooth equations. (English) Zbl 1140.65331
Summary: By means of an active-set strategy, we present a trust-region method for solving box-constrained nonsmooth equations. Nice properties of the proposed method include: (a) all iterates remain feasible; (b) the search direction, as adequate combination of the projected gradient direction and the trust-region direction, is an asymptotic Newton direction under mild conditions; (c) the subproblem of the proposed method, possessing the form of an unconstrained trust-region subproblem, can be solved by existing methods; (d) the subproblem of the proposed method is of reduced dimension, which is potentially cheaper when applied to solve large-scale problems. Under appropriate conditions, we establish global and local superlinear/quadratic convergence of the method. Preliminary numerical results are given.

65H10 Numerical computation of solutions to systems of equations
90C53 Methods of quasi-Newton type
90C56 Derivative-free methods and methods using generalized derivatives
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