An Active Set-type Newton Method for Constrained Nonlinear Systems
نویسنده
چکیده
We consider the problem of nding a solution of a nonlinear system of equations subject to some box constraints. To this end, we introduce a new active set-type Newton method with global and local fast convergence properties. The method generates feasible iterates and has to solve only one linear system of equations at each iteration. Due to our active set strategy, this linear system is of reduced dimension.
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تاریخ انتشار 1999