Year: 2009
Numerical Mathematics: Theory, Methods and Applications, Vol. 2 (2009), Iss. 2 : pp. 224–236
Abstract
In this paper, we present a smoothing Newton-like method for solving nonlinear systems of equalities and inequalities. By using the so-called max function, we transfer the inequalities into a system of semismooth equalities. Then a smoothing Newton-like method is proposed for solving the reformulated system, which only needs to solve one system of linear equations and to perform one line search at each iteration. The global and local quadratic convergence are studied under appropriate assumptions. Numerical examples show that the new approach is effective.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2009-NMTMA-6023
Numerical Mathematics: Theory, Methods and Applications, Vol. 2 (2009), Iss. 2 : pp. 224–236
Published online: 2009-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 13
Keywords: Nonlinear systems of equalities and inequalities semismooth function smoothing Newton method global convergence local quadratic convergence.