A Barzilai Borwein Adaptive Trust-Region Method for Solving Systems of Nonlinear Equation

Document Type: Research Paper

Authors

1 Department of Mathematics, Payame Noor University, PO BOX 19395--3697, Tehran, Iran.

2 Faculty of Mathematics, University of Vienna, Oskar-Morgenstern-Platz 1, A-1090 Vienna, Austria.

Abstract

In this paper, we introduce a new adaptive trust-region approach to solve systems of nonlinear equations. In order to improve the efficiency of adaptive radius strategy proposed by Esmaeili and Kimiaei [8], Barzilai Borwein technique (BB) [3] with low memory is used which can truly control the trust-region radius. In addition, the global convergence of the new approach is proved. Computational experience suggests that the new approach is more effective in practice in comparison with other adaptive trust-region algorithms.

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Main Subjects


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