A regularized smoothing-type algorithm for solving a system of inequalities with a P-0-function

作者：Zhu, Jianguang^*; Liu, Hongwei; Li, Xiangli

来源：Journal of Computational and Applied Mathematics, 2010, 233(10): 2611-2619.

DOI：10.1016/j.cam.2009.11.007

• System of inequalities
• Regularized smoothing Newton algorithm
• Global and superlinear convergence
• Local quadratic convergence

The system of nonlinear inequalities is studied in this paper. By using the Chen-Harker-Kanzow-Smale smoothing function, the problem is approximated by a family of parameterized smooth equations. A regularized smoothing Newton algorithm is proposed to solve the smooth equations. We prove that the proposed algorithm converges globally and superlinearly under mild conditions. Furthermore, the algorithm has local quadratic convergence under suitable conditions. Preliminary numerical experiments are reported to show the efficiency of the algorithm.

• 出版日期2010-3-15
• 单位西安电子科技大学