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A new trust-region method for solving systems of equalities and inequalities

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Abstract

In this paper, we propose a new trust-region method for solving nonlinear systems of equalities and inequalities. The algorithm combines both standard and adaptive trust-region frameworks to construct the steps of the algorithm. The trust-region subproblem is solved in the first iteration using a given initial radius. Then, in each iteration, the standard trust-region method is followed whenever the current trial step is accepted, otherwise, the subproblem is resolved using an adaptive scheme. The convergence results for the new proposed algorithm are established under some mild and standard assumptions. Numerical results on some least-squares test problems show the efficiency and effectiveness of the proposed algorithm in practice too.

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Acknowledgments

The authors would like to thank the Research Council of K.N. Toosi University of Technology and the SCOPE research center for supporting this work.

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Authors and Affiliations

  1. Faculty of Mathematics, K.N. Toosi University of Technology, P.O. Box 16315-1618, Tehran, Iran

    Z. Saeidian, M. Reza Peyghami & M. Habibi

  2. Scientific Computations in Optimization and Systems Engineering (SCOPE), K.N. Toosi University of Technology, Tehran, Iran

    Z. Saeidian, M. Reza Peyghami & M. Habibi

  3. Faculty of Mathematical Sciences, Sharif University of Technology, Tehran, Iran

    S. Ghasemi

Authors
  1. Z. Saeidian
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  2. M. Reza Peyghami
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  3. M. Habibi
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  4. S. Ghasemi
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Corresponding author

Correspondence to M. Reza Peyghami.

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Communicated by Andreas Fischer.

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Saeidian, Z., Reza Peyghami, M., Habibi, M. et al. A new trust-region method for solving systems of equalities and inequalities. Comp. Appl. Math. 36, 769–790 (2017). https://doi.org/10.1007/s40314-015-0257-9

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  • DOI: https://doi.org/10.1007/s40314-015-0257-9

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