A Nonmonotone Smoothing Newton Method for Systems of Nonlinear Equalities and Inequalities Based on a New Smoothing Function
摘要
In this paper, a nonmonotone smoothing Newton method is proposed for solving systems of non-linear equalities and inequalities. By constructing a new smoothing function, the problem is approximated via a family of parameterized smooth equations. A smoothing Newton method is developed for solving the systems of nonlinear equalities and inequalities by adopting a modified nonmontone line search technique. And the global and local superlinear convergence of the algorithm are proved under mild assumptions. The preliminary numerical results are reported.