Minimax solution of a nonlinear system of mixed equalities and inequalities
Technical Report
·
OSTI ID:5398556
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.
- Research Organization:
- Argonne National Lab., IL (USA)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 5398556
- Report Number(s):
- ANL/MCS-TM-10; ON: DE84003870
- Country of Publication:
- United States
- Language:
- English
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