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Constrained Dogleg methods for nonlinear systems with simple bounds

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  • Stefania Bellavia
  • Maria Macconi
  • Sandra Pieraccini

Abstract

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 Matlab solver CoDoSol that supports several diagonal scalings in both spherical and elliptical trust region frameworks. We give a brief account of CoDoSol and report on the computational experience performed on a number of representative test problems. Copyright Springer Science+Business Media, LLC 2012

Suggested Citation

  • Stefania Bellavia & Maria Macconi & Sandra Pieraccini, 2012. "Constrained Dogleg methods for nonlinear systems with simple bounds," Computational Optimization and Applications, Springer, vol. 53(3), pages 771-794, December.
    • Handle: RePEc:spr:coopap:v:53:y:2012:i:3:p:771-794
    DOI: 10.1007/s10589-012-9469-8
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    Cited by:

    1. Cao, Dan & Evans, Martin & Lua, Wenlan, 2020. "Real Exchange Rate Dynamics Beyond Business Cycles," MPRA Paper 99054, University Library of Munich, Germany, revised 10 Mar 2020.
    2. Najib Ullah & Abdullah Shah & Jamilu Sabi’u & Xiangmin Jiao & Aliyu Muhammed Awwal & Nuttapol Pakkaranang & Said Karim Shah & Bancha Panyanak, 2023. "A One-Parameter Memoryless DFP Algorithm for Solving System of Monotone Nonlinear Equations with Application in Image Processing," Mathematics, MDPI, vol. 11(5), pages 1-26, March.
    3. Dan Cao & Wenlan Luo & Guangyu Nie, 2023. "Global GDSGE Models," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 199-225, December.
    4. Morteza Kimiaei & Farzad Rahpeymaii, 2019. "A new nonmonotone line-search trust-region approach for nonlinear systems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 199-232, July.

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