Abstract:

The complexity of the case of nonconvex programming problem homotopy algorithm was researched. We assumed the objective function to be bounded in a fairly large range so as to avoid the nonconvex case of feasible region. The algorithm generated iterate column is not in the feasible domain. We proved the complexity of nonconvex cone planning group homotopy algorithm when the feasible region satisfied the normal cone conditions and got the corresponding estimates.

Key words: non-convex programming, homotopy method, complexity analysis