法锥条件下非凸规划的非内点同伦方法

Abstract

Abstract: We have proved that when the combined homotopy infeasible interiorpoint method (CHIIP) proposed by us is used to solve the KKT points of non-convex nonlinear programming problems, it can be converted to solve the KKT points of nonconvex nonlinear programming problems from the homo topic curves produced by tracking the homotopic equations when the feasible domain of non-convex nonlinear programming problems meet the normal cone condition and the method (CHIIP) is globally convergent.

Key words: homotopy method, combined homotopy infeasible interior point method, non-convex programming

CLC Number:

O221

YANG Yihua, LV Xianrui, LIU Qinghuai. Infeasible Interiorpoint-Homotopy Method for Non-convex Programming under Normal Cone Condition[J].J4, 2007, 45(03): 365-368.

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Infeasible Interiorpoint-Homotopy Method for Non-convex Programming under Normal Cone Condition

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