Abstract
The main purpose of this paper is to prove the global convergence of the new trust region method based on the smoothed CGS algorithm. This method is surprisingly convenient for the numerical solution of large sparse systems of nonlinear equations, as is demonstrated by numerical experiments. A modification of the proposed trust region method does not use matrices, so it can be used for large dense systems of nonlinear equations.
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Communicated by L. C. W. Dixon
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Lukšan, L. Inexact trust region method for large sparse systems of nonlinear equations. J Optim Theory Appl 81, 569–590 (1994). https://doi.org/10.1007/BF02193101
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DOI: https://doi.org/10.1007/BF02193101