A Newton conditional gradient method for constrained nonlinear systems
Optimization and Control
2016-08-25 v1
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.
Cite
@article{arxiv.1608.06808,
title = {A Newton conditional gradient method for constrained nonlinear systems},
author = {Max L. N. Goncalves and Jefferson G. Melo},
journal= {arXiv preprint arXiv:1608.06808},
year = {2016}
}