Abstract
In this paper, we introduce a combination of family of some conjugate gradient methods (CG) with the trust-region method. Whenever the trust-region algorithm is unsuccessful, a family of CG methods is used to prevent resolving the trust-region subproblem. The computational cost for such a family is trivial. The global theory of the new approach is proved and numerical experiments are reported.
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Rahpeymaii, F. An efficient conjugate gradient trust-region approach for systems of nonlinear equation. Afr. Mat. 30, 597–609 (2019). https://doi.org/10.1007/s13370-019-00669-0
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DOI: https://doi.org/10.1007/s13370-019-00669-0
Keywords
- Nonlinear equations
- Trust-region framework
- Conjugate gradient
- Global theory
- Derivative-free optimization