Numerical solution of large sets of algebraic nonlinear equations
Mathematics of Computation
On large scale nonlinear least squares calculations
SIAM Journal on Scientific and Statistical Computing
Iterative solution of nonlinear equations in several variables
Iterative solution of nonlinear equations in several variables
An Adaptive Nonlinear Least-Squares Algorithm
ACM Transactions on Mathematical Software (TOMS)
Trust-region methods
On the Global Convergence of a Filter--SQP Algorithm
SIAM Journal on Optimization
Solving the Trust-Region Subproblem using the Lanczos Method
SIAM Journal on Optimization
Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
SIAM Journal on Optimization
GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization
ACM Transactions on Mathematical Software (TOMS)
CUTEr and SifDec: A constrained and unconstrained testing environment, revisited
ACM Transactions on Mathematical Software (TOMS)
A Globally Convergent Filter Method for Nonlinear Programming
SIAM Journal on Optimization
A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares
SIAM Journal on Optimization
Numerical Methods for Unconstrained Optimization and Nonlinear Equations (Classics in Applied Mathematics, 16)
A filter-trust-region method for simple-bound constrained optimization
Optimization Methods & Software
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
TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities
Computational Optimization and Applications
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FILTRANE, a new Fortran 95 package for finding vectors satisfying general sets of nonlinear equations and/or inequalities, is presented. Several algorithmic variants are discussed and extensively compared on a set of CUTEr test problems, indicating that the default variant is both reliable and efficient. This discussion provides a first experimental study of the parameters inherent in filter algorithms.