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A trust-region approach with novel filter adaptive radius for system of nonlinear equations. (English) Zbl 1358.90132
Summary: This work introduces a version of filter technique to produce an adaptive radius and then adds it into trust-region algorithm. This method uses advantages of the functions norm’s necessary information in order to produce a smaller radius of trust-region close to the optimizer and also a larger radius of trust-region far away from the optimizer using advantages of the filter technique [M. Fatemi and N. Mahdavi-Amiri, Comput. Optim. Appl. 52, No. 1, 239–266 (2012; Zbl 1259.90131)]. Under some ordinary conditions, the global convergence of the proposed approach is proved. Numerical results are also presented.

MSC:
90C30 Nonlinear programming
93E24 Least squares and related methods for stochastic control systems
34A34 Nonlinear ordinary differential equations and systems, general theory
Software:
ipfilter; minpack
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