A nonmonotone smoothing-type algorithm for solving a system of equalities and inequalities

In this paper, we investigate a smoothing-type algorithm with a nonmonotone line search for solving a system of equalities and inequalities. We prove that the nonmonotone algorithm is globally and locally superlinearly convergent under suitable assumptions. The preliminary numerical results are repo...

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Vydáno v:Journal of computational and applied mathematics Ročník 233; číslo 9; s. 2312 - 2321
Hlavní autoři: Zhang, Ying, Huang, Zheng-Hai
Médium: Journal Article
Jazyk:angličtina
Vydáno: Kidlington Elsevier B.V 01.03.2010
Elsevier
Témata:
Exact sciences and technology
Global convergence
Local superlinear convergence
Mathematical analysis
Mathematics
Nonmonotone line search
Numerical analysis
Numerical analysis. Scientific computation
Sciences and techniques of general use
Smoothing-type algorithm
System of equalities and inequalities
Global convergence
65K05
90C33
Local superlinear convergence
65H05
System of equalities and inequalities
Nonmonotone line search
Smoothing-type algorithm
Smoothing methods
Algorithm
Numerical analysis
Smoothing
Applied mathematics
ISSN:0377-0427, 1879-1778
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Popis
Shrnutí:In this paper, we investigate a smoothing-type algorithm with a nonmonotone line search for solving a system of equalities and inequalities. We prove that the nonmonotone algorithm is globally and locally superlinearly convergent under suitable assumptions. The preliminary numerical results are reported.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2009.10.016