A Matlab solver for constrained nonlinear equations is presented. The code, called STRSCNE, is based on the affine scaling trust-region method STRN, recently proposed by the authors. The approach taken in implementing the key steps of the method is discussed. The structure and the usage of STRSCNE are described and its features and capabilities are illustrated by numerical experiments. The results of a comparison with high quality codes for nonlinear optimization are shown.

References in zbMATH (referenced in 36 articles , 1 standard article )

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  1. Amini, Keyvan; Shiker, Mushtak A.K.; Kimiaei, Morteza: A line search trust-region algorithm with nonmonotone adaptive radius for a system of nonlinear equations (2016)
  2. Wang, X.Y.; Li, S.J.; Kou, Xi Peng: A self-adaptive three-term conjugate gradient method for monotone nonlinear equations with convex constraints (2016)
  3. Ling, Chen; Wang, Guifeng; He, Hongjin: A new Levenberg-Marquardt type algorithm for solving nonsmooth constrained equations (2014)
  4. Porcelli, Margherita: On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds (2013)
  5. Wang, Xiao: A trust region affine scaling method for bound constrained optimization (2013)
  6. Yuan, Gonglin; Wei, Zengxin; Wang, Zhongxing: Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization (2013)
  7. Bellavia, Stefania; Macconi, Maria; Pieraccini, Sandra: Constrained dogleg methods for nonlinear systems with simple bounds (2012)
  8. Morini, Benedetta; Porcelli, Margherita: TRESNEI, a MATLAB trust-region solver for systems of nonlinear equalities and inequalities (2012)
  9. Salzo, Saverio; Villa, Silvia: Convergence analysis of a proximal Gauss-Newton method (2012)
  10. Bellavia, Stefania; Magheri, Silvia; Miani, Claudia: Inexact Newton methods for model simulation (2011)
  11. Dreves, Axel; Facchinei, Francisco; Kanzow, Christian; Sagratella, Simone: On the solution of the KKT conditions of generalized Nash equilibrium problems (2011)
  12. Yang, Liu; Chen, Yanping; Tong, Xiaojiao; Deng, Chunlin: A new smoothing Newton method for solving constrained nonlinear equations (2011)
  13. Chen, J.; Qi, L.: Pseudotransient continuation for solving systems of nonsmooth equations with inequality constraints (2010)
  14. Drouin, M.; Gremillet, L.; Adam, J.-C.; Héron, A.: Particle-in-cell modeling of relativistic laser-plasma interaction with the adjustable-damping, direct implicit method (2010)
  15. Ma, Fengming; Wang, Chuanwei: Modified projection method for solving a system of monotone equations with convex constraints (2010)
  16. Shen, Chungen; Xue, Wenjuan; Chen, Xiongda: Global convergence of a robust filter SQP algorithm (2010)
  17. Tsoulos, I.G.; Stavrakoudis, Athanassios: On locating all roots of systems of nonlinear equations inside bounded domain using global optimization methods (2010)
  18. Bellavia, Stefania; Pieraccini, Sandra: Numerical solution of KKT systems in PDE-constrained optimization problems via the affine scaling trust-region approach (2009)
  19. Macconi, Maria; Morini, Benedetta; Porcelli, Margherita: Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities (2009)
  20. Shen, Chungen; Xue, Wenjuan; Pu, Dingguo: A filter SQP algorithm without a feasibility restoration phase (2009)

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