An interior-point affine-scaling trust-region method for semismooth equations with box constraints |
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Authors: | Christian Kanzow Andreas Klug |
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Institution: | (1) Institute of Mathematics, University of Würzburg, Am Hubland, 97074 Würzburg, Germany |
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Abstract: | An algorithm for the solution of a semismooth system of equations with box constraints is described. The method is an affine-scaling
trust-region method. All iterates generated by this method are strictly feasible. In this way, possible domain violations
outside or on the boundary of the box are avoided. The method is shown to have strong global and local convergence properties
under suitable assumptions, in particular, when the method is used with a special scaling matrix. Numerical results are presented
for a number of problems arising from different areas. |
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Keywords: | Affine scaling Trust-region method Nonlinear equations Box constraints Semismooth functions Newton’ s method |
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