A globally convergent Levenberg–Marquardt method for the least l2-norm solution of nonlinear inequalities

摘要

The least l2-norm solution for a possibly inconsistent system of nonlinear inequalities is studied in this paper. By introducing a new smoothing function, the problem is approximated by a family of parameterized optimization problems with twice continuously differentiable objective functions. Then a smoothing Levenberg–Marquardt method is applied to solve the parameterized optimization problems. The global convergence of the proposed method is established under suitable assumptions.