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.

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

Porcelli Margherita
2012

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.
2012
Nonlinear least-squares problems
Nonlinear systems
Systems of nonlinear equalities and inequalities
Simple bounds
Trust-region methods
Algorithm design
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/291173
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