An affine scaling trust-region approach to bound-constrained nonlinear systems (Q1861959): Difference between revisions

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An affine scaling trust-region approach to bound-constrained nonlinear systems
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    An affine scaling trust-region approach to bound-constrained nonlinear systems (English)
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    10 March 2003
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    The paper presents an iterative method for numerically finding zero points of nonlinear maps which lie within a given cell. The method combines ideas from trust-region Newton methods and an affine interior scaling approach for constrained optimization. Global and local convergence properties are derived. Extensive numerical tests on a large class of test problems from the literature are reported. The present method appears to compare well with an active set-type Newton method and an inexact Gauss-Newton-type method.
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    nonlinear systems
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    trust-region methods
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    numerical examples
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    comparison of methods
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    iterative method
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    Newton method
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    affine interior scaling
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    convergence
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    active set-type Newton method
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    inexact Gauss-Newton-type method
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