Subspace trust-region methods for large bound-constrained nonlinear equations

Stefania Bellavia (stefania.bellaviaunifi.it)
Benedetta Morini (benedetta.moriniunifi.it)

Abstract: Trust-region methods for solving large bound-constrained nonlinear systems are considered. They allow for spherical or elliptical trust-regions where the search of an approximate solution is restricted to a low dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction with Krylov methods are discussed.

Keywords: bound-constrained nonlinear systems, subspace trust-region methods, inexact Newton step, Krylov subspace methods

Category 1: Nonlinear Optimization

Citation: Manuscript, submitted for publication.

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Entry Submitted: 07/22/2004
Entry Accepted: 07/22/2004
Entry Last Modified: 07/22/2004

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