Constrained Dogleg methods for nonlinear systems with simple bounds

Stefania Bellavia (), Maria Macconi () and Sandra Pieraccini ()

Computational Optimization and Applications, 2012, vol. 53, issue 3, 794 pages

Abstract: We focus on the numerical solution of medium scale bound-constrained systems of nonlinear equations. In this context, we consider an affine-scaling trust region approach that allows a great flexibility in choosing the scaling matrix used to handle the bounds. The method is based on a dogleg procedure tailored for constrained problems and so, it is named Constrained Dogleg method. It generates only strictly feasible iterates. Global and locally fast convergence is ensured under standard assumptions. The method has been implemented in the Matlab solver CoDoSol that supports several diagonal scalings in both spherical and elliptical trust region frameworks. We give a brief account of CoDoSol and report on the computational experience performed on a number of representative test problems. Copyright Springer Science+Business Media, LLC 2012

Keywords: Bound-constrained equations; Diagonal scalings; Trust region methods; Dogleg methods; Newton methods; Global convergence (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10589-012-9469-8

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