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A new trust region method for solving least-square transformation of system of equalities and inequalities. (English) Zbl 1319.90066

Summary: In this paper, a new nonmonotone trust region method with adaptive radius is proposed for solving system of equalities and inequalities. This method combines a new nonmonotone technique with a new adaptive strategy based on the Z.-J. Shi and J.-H. Guo’s adaptive technique in [J. Comput. Appl. Math. 213, No. 2, 509–520 (2008; Zbl 1144.65044)], which makes full use of the current point information. Under some standard assumptions, the global convergence property as well as the superlinear convergence rate are established for the new method. Numerical results on some nonlinear systems of equalities and inequalities indicate the efficiency and robustness of the proposed method in practice.

MSC:

90C30 Nonlinear programming

Citations:

Zbl 1144.65044
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References:

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