An affine scaling trust-region algorithm with interior backtracking technique for solving bound-constrained nonlinear systems. (English) Zbl 1087.65047

The author introduces a new affine scaling trust-region algorithm for solving systems of nonlinear equations subject to constraints. Trust-region strategy and nonmonotonic interior backtracking line search techniques are combined nicely in this new algorithm. The global convergence is proven. Quadratic local convergence is established under certain conditions. Numerical results demonstrate the effectiveness of this method.
Reviewer: Zhen Mei (Toronto)


65H10 Numerical computation of solutions to systems of equations
65K05 Numerical mathematical programming methods
90C51 Interior-point methods


Full Text: DOI


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