Abstract:

We considered the nonconvex optimization with the inequality constraints. Using the homotopy method, we constructed a new homotopy equation, and gave the constructive proof of the existence, boundedness and convergence of homotopy path, obtained a new condition of the K-K-T point to the nonconvex optimization, and used the numerical examples to show the feasibility of the method.

Key words: nonconvex optimization, homotopy method, normal condition, homotopy path