组合同伦内点算法求解一类非凸无界优化问题

吉林大学学报(理学版)

组合同伦内点算法求解一类非凸无界优化问题

蔡志丹¹, 赵立芹², 苏孟龙^3,4

1. 长春理工大学理学院, 长春 130022; 2. 吉林大学学报编辑部, 长春 130012;3. 洛阳师范学院数学学院, 河南洛阳 471022; 4. 吉林大学符号计算与知识
工程教育部重点实验室, 长春 130012

收稿日期:2013-03-26 出版日期:2013-11-26 发布日期:2013-11-21
通讯作者: 苏孟龙 E-mail:mlsulynu@163.com

Combined Homotopy Interior Point Algorithm for a Class ofUnbounded Nonconvex Optimization Problems

CAI Zhidan¹, ZHAO Liqin², SU Menglong^3,4

1. School of Science, Changchun University of Science and Technology, Changchun 130022, China;2. Editorial Department of Journal of Jilin University, Changchun 130012, China; 3. College of Mathematics, Luoyang Normal University, Luoyang 471022, Henan Province, China; 4. Key Laboratory of Symbol Computation and Knowledge Engineer of Ministry of Education, Jilin University, Changchun 130012, China

Received:2013-03-26 Online:2013-11-26 Published:2013-11-21
Contact: SU Menglong E-mail:mlsulynu@163.com

摘要/Abstract

摘要：

用组合同伦内点算法求解一类非凸无界优化问题, 在适当的条件下得到了同伦路径的存在性. 结果表明, 沿着此同伦路径跟踪, 即可得到非凸优化问题的K-K-T点.

关键词: 非凸无界优化问题, 同伦路径, 全局收敛算法

Abstract:

The authors proposed a combined homotopy interior point algorithm to solve a class of unbounded nonconvex optimization problems. Under suitable conditions, we obtained the existence of the homotopy path. By tracking this homotopy path, we can get a K-K-T point of the nonconvex optimization problem. The results provide an efficient globally convergent algorithm for the nonconvex unbounded optimization problems.

Key words: non-convex unbounded optimization problem, homotopy path, globally convergent algorithm

中图分类号:

O221.2

蔡志丹, 赵立芹, 苏孟龙. 组合同伦内点算法求解一类非凸无界优化问题[J]. 吉林大学学报(理学版), 2013, 51(06): 1073-1076.

CAI Zhidan, ZHAO Liqin, SU Menglong. Combined Homotopy Interior Point Algorithm for a Class ofUnbounded Nonconvex Optimization Problems[J]. Journal of Jilin University Science Edition, 2013, 51(06): 1073-1076.

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