An interior-point method for solving box-constrained underdetermined nonlinear systems

DOI10.1016/J.CAM.2004.08.013MaRDI QIDQ1763761zbMATH OpenOpenAlexFDO

Authors Nataša Krejić, J. M. Martínez, J. B. Francisco

Publication date 22 February 2005

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2004.08.013

zbMATH Keywords

algorithmglobal convergencenumerical experimentsNewton methodquadratic convergenceunderdetermined nonlinear systemsinterior trust-region method

Mathematics Subject Classification ID

Interior-point methods (90C51) Numerical computation of solutions to systems of equations (65H10)

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Cites work

• scientific article; zbMATH DE number 3948008 (Why is no real title available?)
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• scientific article; zbMATH DE number 5060482 (Why is no real title available?)
• scientific article; zbMATH DE number 3402374 (Why is no real title available?)
• An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds
• An affine scaling trust-region approach to bound-constrained nonlinear systems
• Convergence Properties of the Inexact Levenberg-Marquardt Method under Local Error Bound Conditions
• Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
• Inexact-restoration algorithm for constrained optimization
• Inexact-restoration method with Lagrangian tangent decrease and new merit function for nonlinear programming.
• Least-Change Secant Update Methods for Underdetermined Systems
• Levenberg--Marquardt methods with strong local convergence properties for solving nonlinear equations with convex constraints
• Modifications and extensions of the conjugate gradient-restoration algorithm for mathematical programming problems
• On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds
• Properties of the sequential gradient-restoration algorithm (SGRA). I: Introduction and comparison with related methods
• Properties of the sequential gradient-restoration algorithm (SGRA). II: Convergence analysis
• Quasi-Newton methods for solving underdetermined nonlinear simultaneous equations
• STRSCNE: a scaled trust-region solver for constrained nonlinear equations
• Sequential gradient-restoration algorithm for the minimization of constrained functions. Ordinary and conjugate gradient versions
• Test examples for nonlinear programming codes
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints

Cited in

(18)

• A Riemannian under-determined BFGS method for least squares inverse eigenvalue problems
• An interior global method for nonlinear systems with simple bounds
• A new trust region method for solving least-square transformation of system of equalities and inequalities
• An ADMM based method for underdetermined box-constrained integer least squares problems
• Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities
• Numerical solution of KKT systems in PDE-constrained optimization problems via the affine scaling trust-region approach
• Global convergence of a tri-dimensional filter SQP algorithm based on the line search method
• Components identification based method for box constrained variational inequality problems with almost linear functions
• Interval-based projection method for under-constrained numerical systems
• Inexact Newton method via Lanczos decomposed technique for solving box-constrained nonlinear systems
• Approximate Gauss-Newton methods for solving underdetermined nonlinear least squares problems
• A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations
• On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds
• Comparison of two interior-point algorithms for undetermined nonlinear systems
• A Riemannian inexact Newton dogleg method for constructing a symmetric nonnegative matrix with prescribed spectrum
• A new trust-region method for solving systems of equalities and inequalities
• Constrained dogleg methods for nonlinear systems with simple bounds
• On affine-scaling inexact dogleg methods for bound-constrained nonlinear systems

Describes a project that uses

Uses Software

• levmar
• STRSCNE

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