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

被引：0
|
作者：
Liu Yang~1
机构：
来源：
NumericalMathematics:Theory,MethodsandApplications | 2009年 / 02期
基金：
美国国家科学基金会;
关键词：
Nonlinear systems of equalities and inequalities; semismooth function; smoothing Newton method; global convergence; local quadratic convergence;
D O I：
暂无
中图分类号：
O241 [数值分析];
学科分类号：
070102 ;
摘要：
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.
引用
收藏
页码：224 / 236
页数：13
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