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On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation

Stefania Bellavia (stefania.bellavia***at***unifi.it)
Benedetta Morini (benedetta.morini***at***unifi.it)
Elisa Riccietti (elisa.riccietti***at***unifi.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

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Entry Submitted: 04/09/2015
Entry Accepted: 04/09/2015
Entry Last Modified: 09/14/2015

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