Newton-Type Method for Solving Systems of Linear Equations and Inequalities

Abstract

A Newton-type method is proposed for numerical minimization of convex piecewise quadratic functions, and its convergence is analyzed. Previously, a similar method was successfully applied to optimization problems arising in mesh generation. It is shown that the method is applicable to computing the projection of a given point onto the set of nonnegative solutions of a system of linear equations and to determining the distance between two convex polyhedra. The performance of the method is tested on a set of problems from the NETLIB repository.