A NEW NONINTERIOR CONTINUATION METHOD FOR SOLVING A SYSTEM OF EQUALITIES AND INEQUALITIES

A New Noninterior Continuation Method for Solving a System of Equalities and Inequalities

A New Noninterior Continuation Method for Solving a System of Equalities and Inequalities

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By using slack variables and minimum function, we first reformulate the system of equalities and inequalities as a system of nonsmooth equations, and, using smoothing Glandulars technique, we construct the smooth operator.A new noninterior continuation method is proposed to solve the CANADIAN BITTERS system of smooth equations.It shows that any accumulation point of the iteration sequence generated by our algorithm is a solution of the system of equalities and inequalities.Some numerical experiments show the feasibility and efficiency of the algorithm.

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