A smoothing-type algorithm for solving system of inequalities

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

卷:220

Article

Huang, Zheng-Hai¹  Zhang, Ying¹  Wu, Wei¹ 

[1] Tianjin Univ, Dept Math, Sch Sci, Tianjin 300072, Peoples R China

关键词: system of inequalities;    smoothing-type algorithm;    global convergence;    local quadratic convergence;   

DOI  :  10.1016/j.cam.2007.08.024

来源: Elsevier

【 摘 要 】

In this paper we consider system of inequalities. By constructing a new smoothing function, the problem is approximated via a family of parameterized smooth equations. A Newton-type algorithm is applied to solve iteratively the smooth equations so that a solution of the problem concerned is found. We show that the algorithm is globally and locally quadratically convergent under suitable assumptions. Preliminary numerical results are reported. (c) 2007 Elsevier B.V. All rights reserved.

【 授权许可】

Free