A smoothing-type algorithm for solving system of inequalities

作者：Huang Zheng Hai^*; Zhang Ying; Wu Wei

来源：Journal of Computational and Applied Mathematics, 2008, 220(1-2): 355-363.

DOI：10.1016/j.cam.2007.08.024

• system of inequalities
• smoothing-type algorithm
• global convergence
• local quadratic convergence

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.

• 出版日期2008-10-15
• 单位天津大学