STRSCNE

STRSCNE is a Matlab code for constrained nonlinear systems of equations F(x)=0 l<=x<=u where F: R^n --> R^n, l and u are vectors of dimension n. Non-existent lower and upper bounds, i.e. entries of l and u equal to minus o plus infinity, are allowed. The algorithm is a globally convergent procedure that combines Newton method and an elliptical trust-region approach. The elliptical trust-region is defined employing a scaling diagonal matrix D and the trust-region subproblem is approximately solved by the dogleg method. Only strictly feasible iterates are generated. Various input/output options are provided, and we refer to the code itself for further documentation. STRSCNE code has non-commercial purposes. We assume no responsibility for any errors that may exist in the provided routines. We welcome questions, comments, recommended changes and bug reports. If you use this code, the authors would appreciate your acknowledging having done so in the reports, publications, theses, etc., resulting from their use. Accompanying papers: S. Bellavia, M. Macconi, B. Morini, An affine scaling trust-region approach to bound-constrained nonlinear systems Applied Numer. Math., Vol. 44, pp. 257-180, 2003 S. Bellavia, M. Macconi, B. Morini, STRSCNE: A Scaled Trust Region Solver for Constrained Nonlinear Equations, Computational Optimization and Applications,Vol. 28, pp.31-50, 2004.