半内点同伦方法解均衡规划问题

Journal of Jilin University Science Edition

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Semiinterior Point Homotopy Method forSolving Equilibrium Programming Problems

HE Fei¹, SHANG Yufeng¹, LIANG Xin¹, TAO Jianwu²

1. Teaching and Research Section of Mathematics, Aviation University of Air Force, Changchun 130022, China;
2. Department of Aircrafe Control, Aviation University of Air Force, Changchun 130022, China

Received:2013-09-29 Online:2014-05-26 Published:2014-08-27
Contact: SHANG Yufeng E-mail:yufeng_shang@aliyun.com

Abstract

Abstract:

The authors presented a semiinterior point combined homotopy method for solving equilibrium programming problem with both inequality
and equality constraints. Under some assumptions, existence, boundedness and convergence of a smooth path from any point inn was proven. Feasibility
and efficiency of a semiinterior point combined homotopy method for solving equilibrium programming problem with both inequality and equality constraints was also proved by numerical examples.

Key words: non-interior homotopy method, equilibrium programming, globally convergence

CLC Number:

O221.2

HE Fei, SHANG Yufeng, LIANG Xin, TAO Jianwu. Semiinterior Point Homotopy Method forSolving Equilibrium Programming Problems[J].Journal of Jilin University Science Edition, 2014, 52(03): 470-474.

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Semiinterior Point Homotopy Method forSolving Equilibrium Programming Problems

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