A multidimensional filter algorithm for nonlinear equations and nonlinear least squares

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Persistent URL	http://purl.org/net/epubs/work/29783
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Record Id	29783
Title	A multidimensional filter algorithm for nonlinear equations and nonlinear least squares
Contributors	N I M Gould, S Leyffer, PL Toint
Abstract	We introduce a new algorithm for the solution of systems of nonlinear equations and nonlinear least-squares problems that attempts to combine efficiency of filter techniques and the robustness of trust-region methods. The algorithm is shown, under reasonable assumptions, to globally converge to zeros of the system, or to first-order stationary points of the Euclidean norm of its residual. Preliminary numerical experience is presented that shows substantial gains in efficiency over the traditional monotone trust-region approach
Organisation	CCLRC
Keywords
Funding Information
Related Research Object(s):	40542
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Language	English (EN)

Type	Details	URI(s)	Local file(s)	Year
Report	RAL Technical Reports RAL-TR-2003-004. 2003.		raltr-2003004.pdf	2003