TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities
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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.
KeywordsNonlinear least-squares problems Nonlinear systems Systems of nonlinear equalities and inequalities Simple bounds Trust-region methods Algorithm design
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