An Affine Scaling Trust Region Approach to Bound-Constrained Nonlinear Systems

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Hekmati, Rasoul | 2010

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Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 40998 (02)
University: Sharif University of Technology
Department: Mathematical Sciences
Advisor(s): Mahdavi Amiri, Nezamoddin
Abstract:
We describe an interior method for solving bound-constrained systems of equations , recently introduced by S. Bellavia, M. Macconi and B. Morini in the literature. The method makes use of ideas from the classical trust-region Newton method for unconstrained nonlinear equations and the recent interior affine scaling approach for constrained optimization problems. The iterates are generated to be feasible and the bounds are handled implicitly. The method reduces to a standard trust-region method for unconstrained problems when there are no upper or lower bounds on the variables. Global and local fast convergence properties are established. The numerical performance of the method is illustrated by testing an implementation of the method on a number of test problems
Keywords:
Local Convergence ; Global Convergence ; Trust Region ; Solving Nonlinear Equations ; Affine Scaling

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