The Constraint Shifting Combined Homotopy Method for Solving a Class of Nonlinear Programming Problems

摘要：

In this paper, we study the following nonlinear nonconvex programming problem: min f(x) s.t.gi(x)≤0,i ∈M=1,2,...,m Under the condition that the feasible set is bounded and connected, and has a regular boundary, we propose the constraint shifting combined homotopy method to solve this problem by constructing constraint shifting functions and a combined homotopy equation. The convergence of the method is proved and the existence of a smooth homotopy path from some interior point or infeasible interior point to a solution of the problem is established. Numerical examples show that this method is feasible and effective.

关键词： Nonlinear programming nonconvez programming combined Homotopy

作者: Xiuyu Wang Xingwu Jiang Li He Qinghuai Liu

作者单位: School of Basic Science, Changchun University of Technology,Changchun, 130012, P.R. China Jilin Business and Technology College, Changchun, 130062, P.R. China

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 235-240

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）