A smoothing-type algorithm for solving system of inequalities
Copyright policy )A smoothing-type algorithm for solving system of inequalities
The authors propose a smoothing-type algorithm for solving system of inequalities by using a new smoothing function. In each iteration, the system of smooth equations is solved by some Newton-type methods. The global and local quadratic convergence of the algorithm is established under suitable assumptions. The proposed algorithm can also be modified to solve system of inequalities where the number of variables is not equal to the number of inequalities. Some numerical experimental results are presented.
- Tianjin University China (People's Republic of)
- Tianjin University China (People's Republic of)
system of inequalities, Applied Mathematics, local quadratic convergence, Global convergence, smoothing-type algorithm, global convergence, Computational Mathematics, Numerical mathematical programming methods, Local quadratic convergence, Smoothing-type algorithm, System of inequalities, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
system of inequalities, Applied Mathematics, local quadratic convergence, Global convergence, smoothing-type algorithm, global convergence, Computational Mathematics, Numerical mathematical programming methods, Local quadratic convergence, Smoothing-type algorithm, System of inequalities, Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
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