Abstract
AbstractWe propose a new trust region algorithm for solving the system of nonsmooth equations F(x) = 0 by using a smooth function satisfying the Jacobian consistency property to approximate the nonsmooth function F(x). Compared with existing trust region methods for systems of nonsmooth equations, the proposed algorithm possesses some nice convergence properties. Global convergence is established and, in particular, locally superlinear or quadratical convergence is obtained if F is semismooth or strongly semismooth at the solution.
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