A Broyden Trust Region Quasi-Newton Method for Nonlinear Equations

摘要

Systems of nonlinear equations have been widely applied in many aspects, such as computational science and engineering, etc. In this paper, we propose a Broyden trust region quasi-Newton method for solving general nonlinear equations. The method is based on a new trust region radius, and possesses the global and superlinear convergence under appropriate conditions. Numerical experiments show that the proposed method is more competitive than the Broyden linear search and BFGS trust region quasi-Newton methods.