A Homotopy Method For Solving A Class of Nonlinear Programming Problems

摘要：

In this paper, we study the following nonlinear nonconvex programming problem: ｛min/(x), s.t.gix) ≤ 0, i∈M, M = 1,2, …,m. Under the condition that the feasible set is bounded and connected, and the feasible set does not satisfy the pseudo-normal cone conditions, we propose the combined homotopy method to solve this problem by constructing new constraint functions 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. Numerical examples show that this method is feasible and effective.

关键词： Nonlinear programming nonconvex program ming positive independence homotopy method

作者: Xiuyu Wang Xingwu Jiang 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 Institute of Applied Mathematics, Changchun University of Technology,Changchun, 130012, P.R. China

会议类型: 国际会议

会议名称: 2010 International Conference on Computer,Mechatronics,Control and Electronic Engineering(2010计算机、机电、控制与电子工程国际会议 CMCE 2010)

会议地点: 长春

会议语种:英文

页码: 35-38

在线出版日期: 2010-08-24（万方平台首次上网日期，不代表论文的发表时间）