An Active Set - Type Newton Methodfor Constrained Nonlinear

An Active Set-type Newton Method for Constrained Nonlinear Systems

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 redu...

Hamburger Beitrage zur Angewandten Mathematik An Active Set-type Newton Method for Constrained Nonlinear Systems

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 redu...

On a Nonsmooth Newton Methodfor Nonlinear Complementarityproblems in Function Space

The Sine-Cosine Wavelet and Its Application in the Optimal Control of Nonlinear Systems with Constraint

In this paper, an optimal control of quadratic performance index with nonlinear constrained is presented. The sine-cosine wavelet operational matrix of integration and product matrix are introduced and applied to reduce nonlinear differential equations to the nonlinear algebraic equations. Then, the Newton-Raphson method is used for solving these sets of algebraic equations. To present ability ...

Nonsmooth Newton Methods for Set-Valued Saddle Point Problems

We present a new class of iterative schemes for large scale set– valued saddle point problems as arising, e.g., from optimization problems in the presence of linear and inequality constraints. Our algorithms can be either regarded as nonsmooth Newton–type methods for the nonlinear Schur complement or as Uzawa–type iterations with active set preconditioners. Numerical experiments with a control ...