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