A Newton conditional gradient method for constrained nonlinear systems

In this paper, we consider the problem of solving constrained systems of nonlinear equations. We propose an algorithm based on a combination of Newton and conditional gradient methods, and establish its local convergence analysis. Our analysis is set up by using a majorant condition technique, allow...

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Veröffentlicht in:Journal of computational and applied mathematics 2017-02, Vol.311, p.473-483
Hauptverfasser: Gonçalves, Max L.N., Melo, Jefferson G.
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper, we consider the problem of solving constrained systems of nonlinear equations. We propose an algorithm based on a combination of Newton and conditional gradient methods, and establish its local convergence analysis. Our analysis is set up by using a majorant condition technique, allowing us to prove, in a unified way, convergence results for two large families of nonlinear functions. The first one includes functions whose derivative satisfies a Hölder-like condition, and the second one consists of a substantial subclass of analytic functions. Some preliminary numerical experiments are reported.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2016.08.009