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.


65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
90C51 Interior-point methods
Full Text: DOI


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