bound-constrained nonlinear systems

Constrained Dogleg Methods for nonlinear systems with simple bounds

  • Stefania Bellavia
  • Sandra Pieraccini
  • Maria Macconi
    • Categories Nonlinear Systems and Least-Squares Tags , , , ,

    We focus on the numerical solution of medium scale bound-constrained systems of nonlinear equations. In this context, we consider an affine-scaling trust region approach that allows a great flexibility in choosing the scaling matrix used to handle the bounds. The method is based on a dogleg procedure tailored for constrained problems and so, it is … Read more

    Subspace trust-region methods for large bound-constrained nonlinear equations

  • Stefania Bellavia
  • Benedetta Morini
    • Categories Nonlinear Optimization Tags , , ,

    Trust-region methods for solving large bound-constrained nonlinear systems are considered. They allow for spherical or elliptical trust-regions where the search of an approximate solution is restricted to a low dimensional space. A general formulation for these methods is introduced and global and superlinear/quadratic convergence is shown under standard assumptions. Viable approaches for implementation in conjunction … Read more