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arXiv · 1608.06808

A Newton conditional gradient method for constrained nonlinear systems

Max L. N. Goncalves·Jefferson G. Melo
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Abstract

In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the 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 Holder-like condition, and the second one consists of a substantial subclass of analytic functions. Numerical experiments illustrating the applicability of the proposed method are presented, and comparisons with some other methods are discussed.

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Max L. N. Goncalves, Jefferson G. Melo. 2016-08-24. A Newton conditional gradient method for constrained nonlinear systems. https://arxiv.org/abs/1608.06808

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