An interior-point method for solving box-constrained underdetermined nonlinear systems |
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| Institution: | 1. Department of Applied Mathematics, IMECC-UNICAMP, University of Campinas, CP 6065, 13081-970 Campinas SP, Brazil;2. Department of Mathematics and Informatics, University of Novi Sad, Trg Dositeja Obradovića 4, 21000 Novi Sad, Serbia and Montenegro |
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| Abstract: | A method introduced recently by Bellavia, Macconi and Morini for solving square nonlinear systems with bounds is modified and extended to cope with the underdetermined case. The algorithm produces a sequence of interior iterates and is based on globalization techniques due to Coleman and Li. Global and local convergence results are proved and numerical experiments are presented. |
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