Solution of systems of equalities and inequalities by the method of interior points (Q2574234)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of systems of equalities and inequalities by the method of interior points |
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Solution of systems of equalities and inequalities by the method of interior points (English)
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18 November 2005
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A new version of Newton's method for solving a system of nonlinear equations with linear inequalities is presented. An auxiliary problem is constructed by ignoring the constraints in the form of inequalities and the classical extremal problem is solved. The convergence of successive approximation to a comparatively internal admissible point of a nonlinear system is established.
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interior point method
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Newton method
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local convergence
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system of nonlinear equations
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linear inequalities
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successive approximation
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