A projected Hessian Gauss-Newton algorithm for solving systems of nonlinear equations and inequalities

DOI10.1155/S0161171201002290MaRDI QIDQ5931270zbMATH OpenOpenAlexFDO

Authors Mahmoud M. El-Alem, Mohammedi R. Abdel-Aziz, Amr S. El-Bakry

Publication date 20 August 2001

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/49119

zbMATH Keywords

equality constrained optimization problemprojected Hessian Gauss-Newton algorithmsystem of nonlinear equations and inequalitiestrust-region algorithm

Mathematics Subject Classification ID

Numerical computation of solutions to systems of equations (65H10) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

The authors propose an iterative method for solving systems of nonlinear equations and inequalities, by a projected Hessian Gauss-Newton algorithm combined with a trust-region algorithm. The main idea of the method is to transform the initial system of equations and inequalities into an equivalent equality constrained optimization problem.

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