Abstract. Solving systems of nonlinear equations and inequalities is of critical importance in many engineering problems. In general, the existence of inequalities in the problem adds to its difficulty. We propose a new projected Hessian Gauss-Newton algorithm for solving general nonlinear systems of equalities and inequalities. The algorithm uses the projected Gauss-Newton Hessian in conjunction with an active set strategy that identifies active inequalities and a trust-region globalization strategy that ensures convergence from any starting point. We also present a global convergence theory for the proposed algorithm.2000 Mathematics Subject Classification. Primary 65F15, 65G50.
Introduction.The solution of systems of nonlinear equations and inequalities is the goal of many scientific and engineering applications. In constrained optimization problems this task is often required to ensure that the feasibility set is not empty. This is critical specially in algorithms that are based on the assumption that the feasibility region is not empty, for example, interior-point methods, Tapia, Tsuchiya, and Zhang [6]). In this paper, we provide a new algorithm for effectively solving such systems.In this paper, we consider the problem of finding a solution x that satisfies the following set of nonlinear equalities and inequalities: