The Combined Homotopy Method For Solving A Class of Programming Problems With A Bounded Feasible Set
In this paper, we study the following nonlinear nonconvex programming problem: minf(x)/ε.t.g.(x)≤0,i∈M,M=1.2,...,M. Under the condition that the feasible set is bounded and connected, but it has a point that the boundary is not regular at this point, we propose the combined homotopy method to solve this problem by constructing a new constraint function and a combined homotopy equation. The convergence of the method is proved and the existence of a smooth homotopy path from any interior point to a solution of the problem is established.Our method is very different from previous homotopy method. Numerical examples show that this method is feasible and effective.
nonlinear programming nonconvex programming homotopy method positively independent
Xiuyu Wang Xingwu Jiang Taishan Yang Qinghuai Liu
School of Basic Science Changchun University of Technology Changchun,130012,P.R.China Jilin Business and Technology College Changchun,130012,P.R.China Mathematics School of Jilin University Changchun,130012,P.R.China
国际会议
黄山
英文
85-89
2010-05-28(万方平台首次上网日期,不代表论文的发表时间)