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A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints. (English) Zbl 1373.90151
Summary: A nonmonotone trust-region method for the solution of nonlinear systems of equations with box constraints is considered. The method differs from existing trust-region methods both in using a new nonmonotonicity strategy in order to accept the current step and a new updating technique for the trust-region-radius. The overall method is shown to be globally convergent. Moreover, when combined with suitable Newton-type search directions, the method preserves the local fast convergence. Numerical results indicate that the new approach is more effective than existing trust-region algorithms.

MSC:
90C30 Nonlinear programming
65H10 Numerical computation of solutions to systems of equations
65K05 Numerical mathematical programming methods
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