一类非光滑约束优化问题的凝聚同伦内点方法

Aggregate Homotopy Interior-Point Method for a Class of Nonsmooth Constrained Optimization Problems

利用凝聚技术和组合同伦内点方法研究可行域满足伪锥条件下非凸域上的非光滑优化问题,构造性地证明了该类非光滑优化问题的广义K-K-T方程解的存在性,得到了求解K-K-T点的凝聚同伦内点方法,并证明了该算法具有全局收敛性.

The authors studied the problems of non-smooth programming on non-convex sets under pseudocone condition with aggregate technique combined homotopy interior-point method. The existence of solution of the generalized K-K-T equation was verified. The aggregate homotopy interior-point method was established for finding the K-K-T point and a globally converged algorithm was proved.