Journal of Applied Mathematics and Computing

, Volume 22, Issue 3, pp 371–380 | Cite as

A superlinearly convergent ODE-type trust region algorithm for nonsmooth nonlinear equations

  • Ou Yigui


This paper presents a new trust region algorithm for solving nonsmooth nonlinear equation problems which posses the smooth plus non-smooth decomposition. At each iteration, this method obtains a trial step by solving a system of linear equations, hence avoiding the need for solving a quadratic programming subproblem with a trust region bound. From a computational point of view, this approach may reduce computational effort and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and locally super-linearly convergent. Some numerical examples are reported.

AMS Mathematics Subject Classification

90C30 65K05 

Key words and phrases

Nonsmooth nonlinear equations ODE methods trust region methods superlinear convergence 


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Copyright information

© Korean Society for Computational & Applied Mathematics and Korean SIGCAM 2006

Authors and Affiliations

  • Ou Yigui
    • 1
  1. 1.Department of Applied MathematicsHainan UniversityHainanP. R. China

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