A Smoothing Trust Region Filter Algorithm for Nonsmooth Least Squares Problems

نویسندگان

  • Xiaojun Chen
  • Shouqiang Du
  • Yang Zhou
چکیده

We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the objective function under certain conditions. Preliminary numerical experiments show the efficiency of the proposed algorithm for finding zeros of a system of polynomial equations with high degrees on the sphere and solving differential variational inequalities.

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تاریخ انتشار 2014