STRSCNE: A scaled trust-region solver for constrained nonlinear equations

被引：52

作者：

Bellavia, S ^{[1
]}

Macconi, M ^{[1
]}

Morini, B ^{[1
]}

机构：

[1] Univ Florence, Dipartimento Energet, I-50134 Florence, Italy

来源：

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS | 2004年 / 28卷 / 01期

关键词：

constrained equations; global convergence; trust-region methods; performance profile;

D O I：

10.1023/B:COAP.0000018878.95983.4e

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper a Matlab solver for constrained nonlinear equations is presented. The code, called STRSCNE, is based on the affine scaling trust-region method STRN, recently proposed by the authors. The approach taken in implementing the key steps of the method is discussed. The structure and the usage of STRSCNE are described and its features and capabilities are illustrated by numerical experiments. The results of a comparison with high quality codes for nonlinear optimization are shown.

引用

页码：31 / 50

页数：20

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