A Newton conditional gradient method for constrained nonlinear systems

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摘要

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.

论文关键词:Constrained nonlinear systems,Newton method,Conditional gradient method,Local convergence

论文评审过程:Received 30 October 2015, Revised 29 April 2016, Available online 29 August 2016, Version of Record 12 September 2016.

论文官网地址:https://doi.org/10.1016/j.cam.2016.08.009