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Inexact Newton method via Lanczos decomposed technique for solving box-constrained nonlinear systems. (English) Zbl 1275.65030
Summary: This paper proposes an inexact Newton method via the Lanczos decomposed technique for solving the box-constrained nonlinear systems. An iterative direction is obtained by solving an affine scaling quadratic model with the Lanczos decomposed technique. By using the interior backtracking line search technique, an acceptable trial step length is found along this direction. The global convergence and the fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Furthermore, the results of the numerical experiments show the effectiveness of the proposed algorithm.

MSC:
65H10 Numerical computation of solutions to systems of equations
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Software:
HSL-VF05
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References:
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