A smoothing trust region filter algorithm for nonsmooth least squares problems

We propose a smoothing trust region filter algorithm for nonsmooth nonconvex least squares problems. We present convergence theorems of the proposed algorithm to a Clarke stationary point or a global minimizer of the objective function under certain conditions. Preliminary numerical experiments show the efficiency of the proposed algorithm for finding zeros of a system of polynomial equations with high degrees on the sphere and solving differential variational inequalities.Department of Applied Mathematic