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An Inexact Newton-like conditional gradient method for constrained nonlinear systems

M.L.N. Goncalves(maxlng***at***ufg.br)
F.R. Oliveira(fabriciaro***at***gmail.com)

Abstract: In this paper, we propose an inexact Newton-like conditional gradient method for solving constrained systems of nonlinear equations. The local convergence of the new method as well as results on its rate are established by using a general majorant condition. Two applications of such condition are provided: one is for functions whose the derivative satisfies Holder-like condition and the other is for functions that satisfies a Smale condition, which includes a substantial class of analytic functions. Some preliminaries numerical experiments illustrating the applicability of the proposed method for medium and large problems are also presented.

Keywords: constrained nonlinear systems; inexact Newton-like method; conditional gradient method; local convergence

Category 1: Nonlinear Optimization

Category 2: Nonlinear Optimization (Constrained Nonlinear Optimization )


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Entry Submitted: 05/22/2017
Entry Accepted: 05/24/2017
Entry Last Modified: 05/22/2017

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