组合极大熵同伦方法求解一类非凸非线性规划问题的K-K-T点

A Combined Maximum Entropy Homotopy Method for Solving the KKT Point of a Class of Nonconvex Nonlinear Programming Problems

SU Menglong¹, ZHAO Liqin², L Xianrui¹

1. Institute of Mathematics, Jilin University, Changchun 130012, China;2. Editorial Department of Journal of Jilin University, Changchun 130021, China

Received:2005-11-28 Revised:1900-01-01 Online:2006-09-26 Published:2006-09-26
Contact: SU Menglong

Abstract

Abstract: We utilized the combined maximum entropy homotopy method to solve the general nonconvex nonlinear programming problems. At first, we transformed a programming problem with many constraints into one with a single constraint using the maximum entropy function. Then we constructed a homotopy equ ation to solve the K-K-T system of the programming problems with a single cons traint and hence obtained an efficient pathfollowing method for solving the programming problems with many constraints. At last we gave the proof of its global convergence.

Key words: combined maximum entropy homotopy method, nonconvex no nlinear programming problems, global convergence

CLC Number:

O221.2

SU Menglong, ZHAO Liqin, L Xianrui. A Combined Maximum Entropy Homotopy Method for Solving the KKT Point of a Class of Nonconvex Nonlinear Programming Problems[J].J4, 2006, 44(05): 710-714.

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A Combined Maximum Entropy Homotopy Method for Solving the KKT Point of a Class of Nonconvex Nonlinear Programming Problems

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