On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation
Stefania Bellavia (stefania.bellaviaunifi.it)
Abstract: In this paper we address the stable numerical solution of nonlinear ill-posed systems by a trust-region method. We show that an appropriate choice of the trust-region radius gives rise to a procedure that has the potential to approach a solution of the unperturbed system. This regularizing property is shown theoretically and validated numerically.
Keywords: Ill-posed systems of nonlinear equations, regularization, nonlinear stepsize control, trust-region methods.
Category 1: Nonlinear Optimization
Citation: Dipartimento di Ingegneria Industriale, UniversitÓ di Firenze, viale G.B. Morgagni 40, 50134 Firenze, Italia, 04/2015
Entry Submitted: 04/09/2015
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