In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of comput...In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.展开更多
Based on a differentiable merit function proposed by Taji, et al in “Mathematical Programming, 1993, 58： 369-383”, a projected gradient trust region method for the monotone variational inequality problem with conve...Based on a differentiable merit function proposed by Taji, et al in “Mathematical Programming, 1993, 58： 369-383”, a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented. Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.展开更多
基金Supported by the National Natural Science Foundation of China (10871130)the Research Fund for the Doctoral Program of Higher Education of China (20093127110005)the Scientific Computing Key Laboratory of Shanghai Universities
文摘In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.
基金Supported by the National Natural Science Foundation of China (10871130)the Ph.D.Foundation of China Education Ministry (0527003)+1 种基金Shanghai Educational Development Foundationthe Science Foundation of Shanghai Education Committee(06A110)
文摘Based on a differentiable merit function proposed by Taji, et al in “Mathematical Programming, 1993, 58： 369-383”, a projected gradient trust region method for the monotone variational inequality problem with convex constraints is presented. Theoretical analysis is given which proves that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithm.
