Trust-region Quadratic Methods for Nonlinear Systems of Mixed Equalities and Inequalities
نویسندگان
چکیده
Two trust-region methods for systems of mixed nonlinear equalities, general inequalities and simple bounds are proposed. The first method is based on a Gauss-Newton model, the second one is based on a regularized Gauss-Newton model and results to be a Levenberg-Marquardt method. The globalization strategy uses affine scaling matrices arising in bound-constrained optimization. Global convergence results are established and quadratic rate is achieved under an error bound assumption. The numerical efficiency of the new methods is experimentally studied.
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