10.1007/s40096-020-00339-4

An efficient line search trust-region for systems of nonlinear equations

  • Farzad Rahpeymaii*1,
  1. Department of Mathematics, Payame Noor University, Tehran, IR

Published in Issue 2020-06-28

How to Cite

Rahpeymaii, F. (2020). An efficient line search trust-region for systems of nonlinear equations. Mathematical Sciences, 14(3 (September 2020). https://doi.org/10.1007/s40096-020-00339-4
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Abstract

Abstract An improved derivative-free trust-region method to solve systems of nonlinear equations in several variables is presented, combined with the Wolfe conditions to update the trust-region radius. We believe that producing step-sizes by the Wolfe conditions can control the trust-region radius. The new algorithm for which strong global convergence properties are proved is robust and efficient enough to solve systems of nonlinear equations.

Keywords

  • Nonlinear equations,
  • Derivative-free optimization,
  • Trust-region method,
  • Line search,
  • Wolfe conditions,
  • Global convergence

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