A new smoothing Newton method for solving constrained nonlinear equations |
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Authors: | Liu YangYanping Chen Xiaojiao TongChunlin Deng |
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Affiliation: | School of Mathematics and Computational Science, Xiangtan University, Xiangtan 411105, China |
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Abstract: | In this paper, a new smoothing Newton method is proposed for solving constrained nonlinear equations. We first transform the constrained nonlinear equations to a system of semismooth equations by using the so-called absolute value function of the slack variables, and then present a new smoothing Newton method for solving the semismooth equations by constructing a new smoothing approximation function. This new method is globally and quadratically convergent. It needs to solve only one system of unconstrained equations and to perform one line search at each iteration. Numerical results show that the new algorithm works quite well. |
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Keywords: | Constrained nonlinear equations Semismooth function Smoothing Newton method Global convergence Local quadratic convergence |
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