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同伦方法求解一类非凸规划问题的局部极小

孙文娟1, 刘庆怀2, 王彩玲3   

  1. 1. 沈阳理工大学 理学院, 沈阳 110168; 2. 长春工业大学 应用数学研究所, 长春 130012;3. 吉林大学 数学学院, 长春 130012
  • 收稿日期:2007-06-15 修回日期:1900-01-01 出版日期:2008-05-26 发布日期:2008-05-26
  • 通讯作者: 王彩玲

Homotopy Method for Getting a Local Minimum ofa Class of Nonconvex Programming

SUN Wenjuan1, LIU Qinghuai2, WANG Cailing3   

  1. 1. School of Science, Shenyang Ligong University, Shenyang 110168, China;2. Institute of Applied Mathematics, Changchun University of Technology, Changchun 130012, China;3. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2007-06-15 Revised:1900-01-01 Online:2008-05-26 Published:2008-05-26
  • Contact: WANG Cailing

摘要: 利用组合同伦内点方法求解目标函数为凸的一类非凸规划问题, 证明了在同伦映射为正则映射的条件下, 同伦方法一定收敛到局部极小解, 并得到了当目标函数非凸时, 若非凸规划问题所有的K-K-T点均在可行域边界上, 则此同伦方法在同伦映射为正则映射的条件下, 也收敛于局部极小解.

关键词: 非凸规划, 内点同伦, 局部极小

Abstract: We used combined homotopy interior point method to solve the nonconvex programming problems of convex objective function. We proved that when the homotopy map is a regular map, the homotopy algorithm converges to a local minimum. We also proved that when the objective function is nonconvex, a local minimum point of the problem can also be obtained from the homotopy algorithm under the condition of regular homotopy map, if all K-K-T points of the nonconvex programming problem are on the bound of feasible region.

Key words: nonconvex programming, interior homotopy, local minimum

中图分类号: 

  • O221