A projected Hessian Gauss-Newton algorithm for solving systems of nonlinear equations and inequalities

Mahmoud M. El-Alem, Mohammedi R. Abdel-Aziz and Amr S. El-Bakry

International Journal of Mathematics and Mathematical Sciences, 2001, vol. 25, 1-13

Abstract:

Solving systems of nonlinear equations and inequalities is of critical importance in many engineering problems. In general, the existence of inequalities in the problem adds to its difficulty. We propose a new projected Hessian Gauss-Newton algorithm for solving general nonlinear systems of equalities and inequalities. The algorithm uses the projected Gauss-Newton Hessian in conjunction with an active set strategy that identifies active inequalities and a trust-region globalization strategy that ensures convergence from any starting point. We also present a global convergence theory for the proposed algorithm.

Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:356386

DOI: 10.1155/S0161171201002290

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