A Gauss-Newton method for solving bound-constrained underdetermined nonlinear systems

Authors:
Maria Macconi;Benedetta Morini;Margherita Porcelli
Affiliations:
Dipartimento di Energetica “S. Stecco”, Universita di Firenze, Firenze, Italy;Dipartimento di Energetica “S. Stecco”, Universita di Firenze, Firenze, Italy;Dipartimento di Matematica “U. Dini”, Universita di Firenze, Firenze, Italy
Venue:
Optimization Methods & Software - THE JOINT EUROPT-OMS CONFERENCE ON OPTIMIZATION, 4-7 JULY, 2007, PRAGUE, CZECH REPUBLIC, PART II
Year:
2009

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Abstract

An iterative method for solving bound-constrained underdetermined nonlinear systems is presented. The procedure consists of a Gauss--Newton method embedded into a trust-region strategy. Global and fast local convergence results are established. A specific implementation of the method is given along with its application to nonlinear systems of equalities and inequalities.