Minimax Solution of a Nonlinear System of Mixed Equalities and Inequalities

摘要

A modification of a quadratic algorithm for solving a nonlinear system of mixed equalities and inequalities is proposed. Under suitable conditions, the modified algorithm always generates a local minimum of a function that represents the maximum violation of any equality of inequality of the system. A superlinear rate of convergence is achieved, when the maximum violation is null. Neither convexity nor constraint qualifications are required. (ERA citation 09:011366)