Abstract
In this paper a Matlab solver for constrained nonlinear equations is presented. The code, called STRSCNE, is based on the affine scaling trust-region method STRN, recently proposed by the authors. The approach taken in implementing the key steps of the method is discussed. The structure and the usage of STRSCNE are described and its features and capabilities are illustrated by numerical experiments. The results of a comparison with high quality codes for nonlinear optimization are shown.
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Bellavia, S., Macconi, M. & Morini, B. STRSCNE: A Scaled Trust-Region Solver for Constrained Nonlinear Equations. Computational Optimization and Applications 28, 31–50 (2004). https://doi.org/10.1023/B:COAP.0000018878.95983.4e
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DOI: https://doi.org/10.1023/B:COAP.0000018878.95983.4e