Smoothing Newton-Like Method for the Solution of Nonlinear Systems of Equalities and Inequalities

(整期优先)网络出版时间:2009-02-12
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Inthispaper,wepresentasmoothingNewton-likemethodforsolvingnonlinearsystemsofequalitiesandinequalities.Byusingtheso-calledmaxfunction,wetransfertheinequalitiesintoasystemofsemismoothequalities.ThenasmoothingNewton-likemethodisproposedforsolvingthereformulatedsystem,whichonlyneedstosolveonesystemoflinearequationsandtoperformonelinesearchateachiteration.Theglobalandlocalquadraticconvergencearestudiedunderappropriateassumptions.Numericalexamplesshowthatthenewapproachiseffective.