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A filter algorithm for nonlinear systems of equalities and inequalities

โœ Scribed by Chao Gu; Detong Zhu


Book ID
113440366
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
233 KB
Volume
218
Category
Article
ISSN
0096-3003

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In this paper, we investigate a smoothing-type algorithm with a nonmonotone line search for solving a system of equalities and inequalities. We prove that the nonmonotone algorithm is globally and locally superlinearly convergent under suitable assumptions. The preliminary numerical results are repo