Name
Title | ||
|---|---|---|
Trust-region method for box-constrained semismooth equations and its applications to complementary problems |
Abstract | ||
|---|---|---|
In this paper, we propose a new trust-region algorithm for bound-constrained semismooth systems of equations. Trust-region subproblem is defined by minimizing a quadratic function subject only to a rectangular constraint. By employing a new active set and nonmonotone techniques, solution of the equations can be found effective. Global and local convergence results of the proposed algorithm are established under reasonable conditions. The algorithm is applied and tested on complementary problems and the experiments show that our method is efficient. |
Year | DOI | Venue |
|---|---|---|
2012 | 10.1080/00207160.2012.711906 | Int. J. Comput. Math. |
Keywords | Field | DocType |
trust-region method,bound-constrained semismooth system,quadratic function subject,new active set,box-constrained semismooth equation,trust-region subproblem,reasonable condition,new trust-region algorithm,nonmonotone technique,local convergence result,complementary problem,proposed algorithm,direct method,local convergence,system of equations,trust region | Trust region,Mathematical optimization,System of linear equations,Mathematical analysis,Quadratic function,Local convergence,Mathematics | Journal |
Volume | Issue | ISSN |
89 | 17 | 0020-7160 |
Citations | PageRank | References |
2 | 0.38 | 11 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Hongwei Liu | 1 | 78 | 12.29 |
| Xiangli Li | 2 | 24 | 5.55 |
| Yakui Huang | 3 | 30 | 4.96 |