a Matlab trust-region solver for systems of nonlinear equalities and inequalities

Abstract. The Matlab implementation of a trust-region Gauss-Newton method for bound-constrained nonlinear least-squares problems is presented. The solver, called TRESNEI, is adequate for zero and small-residual problems and handles the solution of nonlinear systems of equalities and inequalities. The structure and the usage of the solver are described and an extensive numerical comparison with functions from the Matlab Optimization Toolbox is carried out. Key words. Bound-constrained nonlinear least-squares; nonlinear systems; nonlinear systems of inequalities; simple bounds; trust-region methods; algorithm design