Global inexact quasi-Newton method for nonlinear system of equations with constraints (Q2301315): Difference between revisions

A new method to solve nonlinear systems of equations with nonnegative constraints is introduced. This method is an interior point method and is based, whenever possible, on inexact quasi-Newton directions to generate a new iteration. If a quasi-Newton direction is rejected or the new iteration is generated outside the feasibility region, that direction is projected onto the positive octant of $\mathbb{R}^n$. The Projected Inexact Quasi-Newton Method (PIQN) method is a derivative-free method in the sense that it is not necessary to know the Jacobian matrix of the function that defines the system of equations to perform the linear search. It is proved that the method has good convergence properties and that, under some reasonable assumptions, the method has a superlinear convergence. Experiments using PIQN algorithm are presented.