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

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

Blog Article

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 OTF 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 Food and efficiency of the algorithm.