We address the solution of constrained nonlinear systems by new linesearch quasi-Newton methods. These methods are based on a proper use of the projection map onto the convex constraint set and on a derivative-free and nonmonotone linesearch strategy. The convergence properties of the proposed methods are presented along with a worst-case iteration complexity bound. Several implementations of the proposed scheme are discussed and validated on bound-constrained problems including gas distribution network models. The results reported show that the new methods are very efficient and competitive with an existing affine-scaling procedure.
Marini L., Morini B., Porcelli M. (2018). Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, 71(1), 147-170 [10.1007/s10589-018-9980-7].
Quasi-Newton methods for constrained nonlinear systems: complexity analysis and applications
Porcelli M.
2018
Abstract
We address the solution of constrained nonlinear systems by new linesearch quasi-Newton methods. These methods are based on a proper use of the projection map onto the convex constraint set and on a derivative-free and nonmonotone linesearch strategy. The convergence properties of the proposed methods are presented along with a worst-case iteration complexity bound. Several implementations of the proposed scheme are discussed and validated on bound-constrained problems including gas distribution network models. The results reported show that the new methods are very efficient and competitive with an existing affine-scaling procedure.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.