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Optimization Methods and Software Volume 24, 2009 - Issue 2: THE JOINT EUROPT-OMS CONFERENCE ON OPTIMIZATION, 4–7 JULY, 2007, PRAGUE, CZECH REPUBLIC, PART II
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Original Articles

A Gauss–Newton method for solving bound-constrained underdetermined nonlinear systems

Maria Macconi Dipartimento di Energetica “S. Stecco”, Università di Firenze, via C. Lombroso 6/17, 50134, Firenze, Italy
,
Benedetta Morini Dipartimento di Energetica “S. Stecco”, Università di Firenze, via C. Lombroso 6/17, 50134, Firenze, ItalyCorrespondence[email protected]
&
Margherita Porcelli Dipartimento di Matematica “U. Dini”, Università di Firenze, viale Morgagni 67a, 50134, Firenze, Italy
Pages 219-235 | Received 27 Sep 2007, Published online: 25 Feb 2009
 
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Abstract

An iterative method for solving bound-constrained underdetermined nonlinear systems is presented. The procedure consists of a Gauss--Newton method embedded into a trust–region strategy. Global and fast local convergence results are established. A specific implementation of the method is given along with its application to nonlinear systems of equalities and inequalities.

Acknowledgements

This work was supported by MIUR, Roma, Italia, through PRIN 2007 ‘Progetti di Ricerca Interesse Nazionale’, INDAM-GNCS, Italy.

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