Article ID: | iaor20128219 |
Volume: | 53 |
Issue: | 3 |
Start Page Number: | 771 |
End Page Number: | 794 |
Publication Date: | Dec 2012 |
Journal: | Computational Optimization and Applications |
Authors: | Pieraccini Sandra, Bellavia Stefania, Macconi Maria |
Keywords: | programming: nonlinear |
We focus on the numerical solution of medium scale bound‐constrained systems of nonlinear equations. In this context, we consider an affine‐scaling trust region approach that allows a great flexibility in choosing the scaling matrix used to handle the bounds. The method is based on a dogleg procedure tailored for constrained problems and so, it is named Constrained Dogleg method. It generates only strictly feasible iterates. Global and locally fast convergence is ensured under standard assumptions. The method has been implemented in the