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

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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.

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Authors and Affiliations

  1. Dipartimento di Energetica “S. Stecco”, Università di Firenze, via C. Lombroso 6/17, 50134, Firenze, Italy

    Benedetta Morini

  2. Dipartimento di Matematica “U. Dini”, Università di Firenze, viale Morgagni 67a, 50134, Firenze, Italy

    Margherita Porcelli

Authors
  1. Benedetta Morini
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  2. Margherita Porcelli
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Correspondence to Margherita Porcelli.

Additional information

Work supported by MIUR, Rome, Italy, through PRIN 2007, “Sviluppo ed analisi di modelli matematici e di metodi numerici per equazioni alle derivate parziali per le applicazioni a problemi ambientali ed industriali” and INDAM-GNCS.

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Morini, B., Porcelli, M. TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities. Comput Optim Appl 51, 27–49 (2012). https://doi.org/10.1007/s10589-010-9327-5

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  • DOI: https://doi.org/10.1007/s10589-010-9327-5

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