求解非线性等式和不等式问题的一种光滑化算法

A smoothing method for solving the nonlinear system of equalities and inequalities

  • 摘要: 给出了求解非线性等式和不等式问题的一种新算法.用Max函数将不等式约束转变为等式约束,建立了一个半光滑的无约束方程组系统,并设计了一种光滑化Gauss-Newton算法求解该系统.在适当条件下,证明了此算法的全局和局部收敛性.数值实验表明此方法的有效性.

     

    Abstract: It is concerned with a new algorithm for solving the nonlinear system of equalities and inequalities.By using the so-called max function,the inequalities are transfered into equalities and a system of semismooth equations is set.Then a smoothing Gauss-Newton method is introduced for solving the reformulated system.The global and local convergence are studied under suitable conditions.Numerical examples are given to show that the new approach is effective.

     

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