A smoothing-type algorithm for solving system of inequalities (Q939536)

The authors propose a smoothing-type algorithm for solving system of inequalities by using a new smoothing function. In each iteration, the system of smooth equations is solved by some Newton-type methods. The global and local quadratic convergence of the algorithm is established under suitable assumptions. The proposed algorithm can also be modified to solve system of inequalities where the number of variables is not equal to the number of inequalities. Some numerical experimental results are presented.