FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems

Nick Gould; Philippe Toint

doi:10.1145/1206040.1206043

FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems

Nick Gould, Philippe Toint

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Abstract

FILTRANE, a new Fortran 95 package for finding vectors satisfying general sets of nonlinear equations and/or inequalities, is presented. Several algorithmic variants are discussed and extensively compared on a set of CUTEr test problems, indicating that the default variant is both reliable and efficient. This discussion provides a first experimental study of the parameters inherent in filter algorithms. © 2007 ACM.

Original language	English
Pages (from-to)	3-25
Number of pages	23
Journal	ACM Transactions on Mathematical Software
Volume	33
Issue number	1
DOIs	https://doi.org/10.1145/1206040.1206043
Publication status	Published - 1 Mar 2007

Keywords

numerical algorithms
nonlinear equations
nonlinear least-squares
nonlinear feasibility

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10.1145/1206040.1206043

45188Accepted author manuscript, 223 KB

Cite this

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abstract = "FILTRANE, a new Fortran 95 package for finding vectors satisfying general sets of nonlinear equations and/or inequalities, is presented. Several algorithmic variants are discussed and extensively compared on a set of CUTEr test problems, indicating that the default variant is both reliable and efficient. This discussion provides a first experimental study of the parameters inherent in filter algorithms. {\textcopyright} 2007 ACM.",

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FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems

Abstract

Keywords

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GALAHAD: GALAHAD, a suite of programs for nonlinear optimization

ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

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FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Projects

GALAHAD: GALAHAD, a suite of programs for nonlinear optimization

ADALGOPT: ADALGOPT - Advanced algorithms in nonlinear optimization

Cite this