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An efficient conjugate gradient trust-region approach for systems of nonlinear equation

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In this paper, we introduce a combination of family of some conjugate gradient methods (CG) with the trust-region method. Whenever the trust-region algorithm is unsuccessful, a family of CG methods… Click to show full abstract

In this paper, we introduce a combination of family of some conjugate gradient methods (CG) with the trust-region method. Whenever the trust-region algorithm is unsuccessful, a family of CG methods is used to prevent resolving the trust-region subproblem. The computational cost for such a family is trivial. The global theory of the new approach is proved and numerical experiments are reported.

Keywords: approach; conjugate gradient; trust region; region

Journal Title: Afrika Matematika
Year Published: 2019

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