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A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones

Author

Listed:
  • He Huang

    (College of Management and Economics, Tianjin University, No. 92, Weijin Road, Tianjin 300072, P. R. China)

  • Nuo Qi

    (School of Mathematics, Tianjin University, No. 135, Yaguan Road, Tianjin 300350, P. R. China)

  • Xin-He Miao

    (School of Mathematics, Tianjin University, No. 135, Yaguan Road, Tianjin 300350, P. R. China)

Abstract

In this paper, we consider a system of inequalities associated with circular cones. By constructing a new smoothing function, the problem is reformulated as a system of parameterized smooth equations. In addition, we suggest a Newton-type algorithm for solving the smooth equations so that a solution of the problem concerned is found. In particular, the algorithm is proved to be globally and locally quadratically convergent under suitable conditions. The preliminary numerical results demonstrate that the algorithm is effective.

Suggested Citation

  • He Huang & Nuo Qi & Xin-He Miao, 2023. "A Nonmonotone Smoothing-Type Algorithm for a System of Inequalities Associated with Circular Cones," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 40(02), pages 1-18, April.
    • Handle: RePEc:wsi:apjorx:v:40:y:2023:i:02:n:s0217595922500178
    DOI: 10.1142/S0217595922500178
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