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Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities. (English) Zbl 1165.65030
Authors’ summary: Two trust-region methods for systems of mixed nonlinear equalities, general inequalities and simple bounds are proposed. The first method is based on a Gauss-Newton model, the second one is based on a regularized Gauss-Newton model and results to be a Levenberg-Marquardt method. The globalization strategy uses affine scaling matrices arising in bound-constrained optimization. Global convergence results are established and quadratic rate is achieved under an error bound assumption. The numerical efficiency of the new methods is experimentally studied.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
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