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Inexact Newton method via Lanczos decomposed technique for solving box-constrained nonlinear systems

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  • 1. Mathematics and Science College, Shanghai Normal University, Shanghai 200234, P. R. China;
    2. Business College, Shanghai Normal University, Shanghai 200234, P. R. China

Received date: 2010-03-14

  Revised date: 2010-11-01

  Online published: 2010-12-01

Abstract

This paper proposes an inexact Newton method via the Lanczos decomposed technique for solving the box-constrained nonlinear systems. An iterative direction is obtained by solving an affine scaling quadratic model with the Lanczos decomposed technique. By using the interior backtracking line search technique, an acceptable trial step length is found along this direction. The global convergence and the fast local convergence rate of the proposed algorithm are established under some reasonable conditions. Furthermore, the results of the numerical experiments show the effectiveness of the proposed algorithm.

Cite this article

ZHANG Yong;ZHU De-Tong . Inexact Newton method via Lanczos decomposed technique for solving box-constrained nonlinear systems[J]. Applied Mathematics and Mechanics, 2010 , 31(12) : 1593 -1602 . DOI: 10.1007/s10483-010-1387-x

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