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A derivative-free method for solving box-constrained underdetermined nonlinear systems of equations. (English) Zbl 1309.65055
Summary: A derivative-free iterative method for solving bound-constrained underdetermined nonlinear systems is presented. The procedure consists of a quasi-Newton method that uses the Broyden update formula and a globalized line search that combines the strategy of Grippo, Lampariello and Lucidi with the Li and Fukushima one. Global convergence results are proved and numerical experiments are presented.

MSC:
65H10 Numerical computation of solutions to systems of equations
90C56 Derivative-free methods and methods using generalized derivatives
Software:
BOBYQA
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References:
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