An interior-point method for solving box-constrained underdetermined nonlinear systems

Authors:
J. B. Francisco;N. Krejić;J. M. Martínez
Affiliations:
Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970 Campinas SP, Brazil;Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000 Novi Sad, Serbia and Montenegro;Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970 Campinas SP, Brazil
Venue:
Journal of Computational and Applied Mathematics
Year:
2005

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Abstract

A method introduced recently by Bellavia, Macconi and Morini for solving square nonlinear systems with bounds is modified and extended to cope with the underdetermined case. The algorithm produces a sequence of interior iterates and is based on globalization techniques due to Coleman and Li. Global and local convergence results are proved and numerical experiments are presented.