TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities

Authors:
Benedetta Morini;Margherita Porcelli
Affiliations:
Dipartimento di Energetica "S. Stecco", Università di Firenze, Firenze, Italy 50134;Dipartimento di Matematica "U. Dini", Università di Firenze, Firenze, Italy 50134
Venue:
Computational Optimization and Applications
Year:
2012

Citing 7
Cited 1

A Trust-Region Approach to Nonlinear Systems of Equalities and Inequalities

SIAM Journal on Optimization
CUTEr and SifDec: A constrained and unconstrained testing environment, revisited

ACM Transactions on Mathematical Software (TOMS)
STRSCNE: A Scaled Trust-Region Solver for Constrained Nonlinear Equations

Computational Optimization and Applications
Optimality Measures for Performance Profiles

SIAM Journal on Optimization
FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems

ACM Transactions on Mathematical Software (TOMS)
A Gauss-Newton method for solving bound-constrained underdetermined nonlinear systems

Optimization Methods & Software - THE JOINT EUROPT-OMS CONFERENCE ON OPTIMIZATION, 4-7 JULY, 2007, PRAGUE, CZECH REPUBLIC, PART II
Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities

Applied Numerical Mathematics

Nondegenerate piecewise linear systems: A finite newton algorithm and applications in machine learning

Neural Computation

Quantified Score

Hi-index	0.00

Visualization

Abstract

The Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares problems is presented. The solver, called TRESNEI, is adequate for zero and small-residual problems and handles the solution of nonlinear systems of equalities and inequalities. The structure and the usage of the solver are described and an extensive numerical comparison with functions from the Matlab Optimization Toolbox is carried out.