A tensor trust-region model for nonlinear system

Abstract It has turned out that the tensor expansion model has better approximation to the objective function than models of the normal second Taylor expansion. This paper conducts a study of the tensor model for nonlinear equations and it includes the following: (i) a three dimensional symmetric te...

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Main Authors: Songhua Wang, Shulun Liu
Format: Article
Language:English
Published: SpringerOpen 2018-12-01
Series:Journal of Inequalities and Applications
Subjects:
Online Access:http://link.springer.com/article/10.1186/s13660-018-1935-0
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author Songhua Wang
Shulun Liu
author_facet Songhua Wang
Shulun Liu
author_sort Songhua Wang
collection DOAJ
description Abstract It has turned out that the tensor expansion model has better approximation to the objective function than models of the normal second Taylor expansion. This paper conducts a study of the tensor model for nonlinear equations and it includes the following: (i) a three dimensional symmetric tensor trust-region subproblem model of the nonlinear equations is presented; (ii) the three dimensional symmetric tensor is replaced by interpolating function and gradient values from the most recent past iterate, which avoids the storage of the three dimensional symmetric tensor and decreases the workload of the computer; (iii) the limited BFGS quasi-Newton update is used instead of the second Jacobian matrix, which generates an inexpensive computation of a complex system; (iv) the global convergence is proved under suitable conditions. Numerical experiments are done to show that this proposed algorithm is competitive with the normal algorithm.
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spelling doaj.art-562bbb4a99df4aa68e06a2115aa1987b2022-12-21T17:57:10ZengSpringerOpenJournal of Inequalities and Applications1029-242X2018-12-012018111410.1186/s13660-018-1935-0A tensor trust-region model for nonlinear systemSonghua Wang0Shulun Liu1School of Mathematics and Statistics, Baise UniversityDepartment of Information Engineering, Jiyuan Vocational and Technical CollegeAbstract It has turned out that the tensor expansion model has better approximation to the objective function than models of the normal second Taylor expansion. This paper conducts a study of the tensor model for nonlinear equations and it includes the following: (i) a three dimensional symmetric tensor trust-region subproblem model of the nonlinear equations is presented; (ii) the three dimensional symmetric tensor is replaced by interpolating function and gradient values from the most recent past iterate, which avoids the storage of the three dimensional symmetric tensor and decreases the workload of the computer; (iii) the limited BFGS quasi-Newton update is used instead of the second Jacobian matrix, which generates an inexpensive computation of a complex system; (iv) the global convergence is proved under suitable conditions. Numerical experiments are done to show that this proposed algorithm is competitive with the normal algorithm.http://link.springer.com/article/10.1186/s13660-018-1935-0Tensor modelTrust regionNonlinear equationsBFGS formulaConvergence
spellingShingle Songhua Wang
Shulun Liu
A tensor trust-region model for nonlinear system
Journal of Inequalities and Applications
Tensor model
Trust region
Nonlinear equations
BFGS formula
Convergence
title A tensor trust-region model for nonlinear system
title_full A tensor trust-region model for nonlinear system
title_fullStr A tensor trust-region model for nonlinear system
title_full_unstemmed A tensor trust-region model for nonlinear system
title_short A tensor trust-region model for nonlinear system
title_sort tensor trust region model for nonlinear system
topic Tensor model
Trust region
Nonlinear equations
BFGS formula
Convergence
url http://link.springer.com/article/10.1186/s13660-018-1935-0
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AT shulunliu atensortrustregionmodelfornonlinearsystem
AT songhuawang tensortrustregionmodelfornonlinearsystem
AT shulunliu tensortrustregionmodelfornonlinearsystem