J4 ›› 2010, Vol. 48 ›› Issue (06): 887-892.

• 数学 • 上一篇    下一篇

一类非光滑约束优化问题的凝聚同伦内点方法

金鉴禄, 贺莉, 谭佳伟, 刘庆怀   

  1. 长春工业大学 基础科学学院, 长春 130012
  • 收稿日期:2010-03-15 出版日期:2010-11-26 发布日期:2010-11-26
  • 通讯作者: 刘庆怀 E-mail:liuqh6195@126.com

Aggregate Homotopy InteriorPoint Method for a Class ofNonsmooth Constrained Optimization Problems

JIN Jianlu, HE Li, TAN Jiawei, LIU Qinghuai   

  1. School of Basic Science, Changchun University of Technology, Changchun 130012, China
  • Received:2010-03-15 Online:2010-11-26 Published:2010-11-26
  • Contact: LIU Qinghuai E-mail:liuqh6195@126.com

摘要:

利用凝聚技术和组合同伦内点方法研究可行域满足伪锥条件下非凸域上的非光滑优化问题, 构造性地证明了该类非光滑优化问题的广义K-K-T方程解的存在性, 得到了求解K-K-T点的凝聚同伦内点方法, 并证明了该算法具有全局收敛性.

关键词: 非光滑优化; 凝聚函数; 同伦方法

Abstract:

The authors studied the problems of nonsmooth programming on nonconvex sets under pseudocone condition with aggregate technique  combined homotopy interiorpoint method. The existence of solution of the generalized K-K-T equation was verified. The aggregate homotopy interior\|point method was established for finding the K-K-T point and a globally converged algorithm was proved.

Key words: non-smooth optimization, aggregate function, homotopy method

中图分类号: 

  • O221.2