A smoothing-type algorithm for solving system of inequalities

Authors:
Zheng-Hai Huang;Ying Zhang;Wei Wu
Affiliations:
Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, PR China;Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, PR China;Department of Mathematics, School of Science, Tianjin University, Tianjin 300072, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2008

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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.