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