A New Noninterior Continuation Method for Solving a System of Equalities and Inequalities

Jianguang Zhu and Binbin Hao

Journal of Applied Mathematics, 2014, vol. 2014, issue 1

Abstract: By using slack variables and minimum function, we first reformulate the system of equalities and inequalities as a system of nonsmooth equations, and, using smoothing technique, we construct the smooth operator. A new noninterior continuation method is proposed to solve the system of smooth equations. It shows that any accumulation point of the iteration sequence generated by our algorithm is a solution of the system of equalities and inequalities. Some numerical experiments show the feasibility and efficiency of the algorithm.

Date: 2014
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https://doi.org/10.1155/2014/592540

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Persistent link: https://EconPapers.repec.org/RePEc:wly:jnljam:v:2014:y:2014:i:1:n:592540

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