Computational Optimization and Applications

, Volume 51, Issue 1, pp 27–49 | Cite as

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

Article

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.

Keywords

Nonlinear least-squares problems Nonlinear systems Systems of nonlinear equalities and inequalities Simple bounds Trust-region methods Algorithm design 

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Copyright information

© Springer Science+Business Media, LLC 2010

Authors and Affiliations

  1. 1.Dipartimento di Energetica “S. Stecco”Università di FirenzeFirenzeItaly
  2. 2.Dipartimento di Matematica “U. Dini”Università di FirenzeFirenzeItaly

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