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On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation (1504.03442v1)
Published 14 Apr 2015 in math.NA
Abstract: In this paper we address the stable numerical solution of nonlinear ill-posed systems by a trust-region method. We show that an appropriate choice of the trust-region radius gives rise to a procedure that has the potential to approach a solution of the unperturbed system. This regularizing property is shown theoretically and validated numerically.