A smoothing-type algorithm for solving system of inequalities |
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Authors: | Zheng-Hai Huang Ying Zhang Wei Wu |
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Institution: | aDepartment of Mathematics, School of Science, Tianjin University, Tianjin 300072, PR China |
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Abstract: | 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. |
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Keywords: | System of inequalities Smoothing-type algorithm Global convergence Local quadratic convergence |
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