Within the framework of affine scaling trust-region methods for bound constrained problems, we discuss the use of a inexact dogleg method as a tool for simultaneously handling the trust-region and the bound constraints while seeking for an approximate minimizer of the model. Focusing on bound-constrained systems of nonlinear equations, an inexact affine scaling method for large scale problems, employing the inexact dogleg procedure, is described. Global convergence results are established without any Lipschitz assumption on the Jacobian matrix, and locally fast convergence is shown under standard assumptions. Convergence analysis is performed without specifying the scaling matrix used to handle the bounds, and a rather general class of scaling matrices is allowed in actual algorithms. Numerical results showing the performance of the method are also given.

On affine scaling inexact dogleg methods for bound-constrained nonlinear systems / Bellavia, S.; Pieraccini, Sandra. - In: OPTIMIZATION METHODS & SOFTWARE. - ISSN 1055-6788. - STAMPA. - 30:2(2015), pp. 276-300. [10.1080/10556788.2014.955496]

On affine scaling inexact dogleg methods for bound-constrained nonlinear systems

PIERACCINI, SANDRA
2015

Abstract

Within the framework of affine scaling trust-region methods for bound constrained problems, we discuss the use of a inexact dogleg method as a tool for simultaneously handling the trust-region and the bound constraints while seeking for an approximate minimizer of the model. Focusing on bound-constrained systems of nonlinear equations, an inexact affine scaling method for large scale problems, employing the inexact dogleg procedure, is described. Global convergence results are established without any Lipschitz assumption on the Jacobian matrix, and locally fast convergence is shown under standard assumptions. Convergence analysis is performed without specifying the scaling matrix used to handle the bounds, and a rather general class of scaling matrices is allowed in actual algorithms. Numerical results showing the performance of the method are also given.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11583/2521693
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