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On convergence properties of the modified trust region method under Hölderian error bound condition
Author(s) -
Jirui Ma,
Jinyan Fan
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2021222
Subject(s) - jacobian matrix and determinant , convergence (economics) , trust region , upper and lower bounds , nonlinear system , mathematics , order (exchange) , computer science , mathematical optimization , mathematical analysis , physics , radius , computer security , finance , quantum mechanics , economics , economic growth
Trust region method is one of the important methods for nonlinear equations. In this paper, we show that the modified trust region method converges globally under the Hölderian continuity of the Jacobian. The convergence order of the method is also given under the Hölderian error bound condition.

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