On the solution of nonlinear inequalities in a finite number of iterations (Q1067365)
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| English | On the solution of nonlinear inequalities in a finite number of iterations |
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On the solution of nonlinear inequalities in a finite number of iterations (English)
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1985
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A modification of Newton's method for solving a set of nonlinear differentiable inequalities is proposed. The search direction is generated by solving a certain linear program. In order to assure solvability of that subproblem an auxiliary variable is added. Finite convergence is proved under suitable assumptions. Besides two explicit numerical examples, the author mentions extensive tests of the algorithm showing efficiency and reliability in particular for high order problems with empty linearized feasible set.
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Newton's method
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nonlinear differentiable inequalities
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Finite convergence
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numerical examples
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