The Use of Linear Programming for the Solution of Sparse Sets of Nonlinear Equations

I. S. Duff, J. Nocedal, J. K. Reid

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper we propose a trust region algorithm for solving sparse sets of nonlinear equations. It is based on minimizing the $l_1 $-norm of the linearized residual vector within an $l_\infty $-norm trust region, thereby permitting linear programming techniques to be easily applied. The new algorithm has sparsity advantages over the Levenberg-Marquardt algorithm.
Original languageEnglish
Pages (from-to)99-108
JournalSIAM Journal on Scientific Computing
Volume8
DOIs
StatePublished - 1987

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