Abstract:

We studied the problems of general nonlinear programming with equality constrains. First, the inequality constrain was expressed as an nonsmooth inequality constrain by means of the maxvalue function, then with aggregate technique this constrain was smoothed. With the help of combined homotopy interiorpoint method and the weak normal condition, the existence of solution of the generalized K-K-T equation was verified. The algorithm was proved to be globally convergent. The results of numerical experiments show that the algorithm is effective and convenient.

Key words:  nonlinear programming； aggregate function； homotopy method