Description: STRSCNE is a Matlab code for constrained nonlinear systems of equations
F(x)=0 l<=x<=u
where F: R^n--> R^n, l and u are vectors of dimension n. Non-existent lower and upper bounds, i.e.
entries of l and u equal to minus o plus infinity, are allowed.
The algorithm is a globally convergent procedure that combines Newton method and an elliptical trust-region approach. The elliptical trust-region is defined employing a scaling diagonal matrix D
and the trust-region subproblem is approximately solved by the dogleg method. Only strictly feasible iterates are generated.
Various input/output options are provided, and we refer to the code itself for further documentation.
- [NLP] - matlab optimization program includes one
- [cgtrust] - Steihaug Newton-CG-Trust region algoirit
File list (Check if you may need any files):
STRSCNE.m
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