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A smoothing trust region filter algorithm for nonsmooth least squares problems

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Abstract

We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the objective function under certain conditions. Preliminary numerical experiments show the efficiency of the proposed algorithm for finding zeros of a system of polynomial equations with high degrees on the sphere and solving differential variational inequalities.

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Authors and Affiliations

  1. Department of Applied Mathematics, The Hong Kong Polytechnic University, Hong Kong, China

    XiaoJun Chen & Yang Zhou

  2. College of Mathematics, Qingdao University, Qingdao, 266071, China

    ShouQiang Du

Authors
  1. XiaoJun Chen
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  2. ShouQiang Du
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  3. Yang Zhou
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Correspondence to XiaoJun Chen.

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Chen, X., Du, S. & Zhou, Y. A smoothing trust region filter algorithm for nonsmooth least squares problems. Sci. China Math. 59, 999–1014 (2016). https://doi.org/10.1007/s11425-015-5116-z

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  • DOI: https://doi.org/10.1007/s11425-015-5116-z

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