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 named Constrained Dogleg method. It generates only strictly feasible iterates. Global and locally fast convergence is ensured under standard assumptions. The method has been implemented in the Matlab solver CoDoSol that supports several diagonal scalings in both spherical and elliptical trust region frameworks. We give a brief account of CoDoSol and report on the computational experience performed on a number of representative test problems
Keywords for this software
References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
- Gonçalves, Max L.N.; Melo, Jefferson G.: A Newton conditional gradient method for constrained nonlinear systems (2017)
- Kimiaei, Morteza: A new class of nonmonotone adaptive trust-region methods for nonlinear equations with box constraints (2017)
- Bellavia, Stefania; Macconi, Maria; Pieraccini, Sandra: Constrained dogleg methods for nonlinear systems with simple bounds (2012)
- Métivier, Ludovic; Montarnal, Philippe: Strategies for solving index one DAE with non-negative constraints: Application to liquid-liquid extraction (2012)