An interior-point method for solving box-constrained underdetermined nonlinear systems
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Recently \textit{S. Bellavia, M. Macconi} and \textit{B. Morini} [Comput. Optim. Appl. 28, 31--50 (2004; Zbl 1056.90128)] developed an algorithm for solving \(n \times n\) nonlinear systems with box-constraints utilizing the interior trust-region approach of \textit{T. F. Coleman} and \textit{Y. Li} [SIAM J. Optim. 6, No. 2, 418--445 (1996; Zbl 0855.65063)]. Here the method is modified for and extended to the underdetermined case. Global and local convergence results are proved and some numerical experiments are presented.
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Cited in
(19)- Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
- Components identification based method for box constrained variational inequality problems with almost linear functions
- Constrained dogleg methods for nonlinear systems with simple bounds
- On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
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- An ADMM based method for underdetermined box-constrained integer least squares problems
- Quasi-Newton interior point method for solving nonlinear system of equations with box constraints
- Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
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