SOLUTION OF SYSTEMS OF EQUALITIES AND INEQUALITIES BY THE METHOD OF INTERIOR POINTS

摘要

A version of the Newton method is presented. In constructing an auxiliary problem, constraints in the form of inequalities are not considered and the classical extremal problem is solved. Inequalities are taken into account owing to a special choice of weighted coefficients and the step length. Local convergence of the proposed algorithm is studied. The convergence of successive approximations to a relatively interior admissible point of a non-linear system is established.