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

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

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Article ID: iaor2012219
Volume: 51
Issue: 1
Start Page Number: 27
End Page Number: 49
Publication Date: Jan 2012
Journal: Computational Optimization and Applications
Authors: ,
Keywords: nonlinear least squares, packaged software, trust regions
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.

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