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

Nick Gould, Philippe Toint

Résultats de recherche: Contribution à un journal/une revueArticle

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Résumé

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.
langue originaleAnglais
Pages (de - à)3-25
Nombre de pages23
journalACM Transactions on Mathematical Software
Volume33
Numéro de publication1
Les DOIs
étatPublié - 1 mars 2007

Empreinte digitale

Trust Region
Nonlinear Least Squares
Nonlinear equations
Filter
Test Problems
Experimental Study
Nonlinear Equations

Citer ceci

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FILTRANE, a Fortran 95 filter-trust-region package for solving nonlinear least-squares and nonlinear feasibility problems. / Gould, Nick; Toint, Philippe.

Dans: ACM Transactions on Mathematical Software, Vol 33, Numéro 1, 01.03.2007, p. 3-25.

Résultats de recherche: Contribution à un journal/une revueArticle

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AU - Toint, Philippe

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