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Theorem on Convergence of Homotopy Algorithm for Unconstrained Nonconvex Programming

SUN Wenjuan1, LIU Qinghuai2, WANG Cailing3   

  1. 1. School of Science, Shenyang Ligong University, Shenyang 110168, China;2. Institute of Applied Mathematics, Changchun University of Technology, Changchun 130012, China;3. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2005-09-15 Revised:1900-01-01 Online:2006-07-26 Published:2006-07-26
  • Contact: WANG Cailing

Abstract: A homotopy algorithm was used to solve unconstrained nonconvex programming. We construct fixed point homotopy equation for KT equation, and some results for homotopy pathway were obtained. It was also proved that homotopy algorithm can’t converge to a local maximum when proper homotopy equation was chosen.

Key words: unconstrained programming, homotopy algorithm, KT point

CLC Number: 

  • O221