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关于非线性规划问题的组合同伦内点法

On Combined Homotopy Interior Point Method for Nonconvex Programming
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摘要 文[1]在条件(C1),(G2)和(C3)之下,利用组合同伦内点法讨论了非凸非 线性规划问题K—K—T点的存在性,本文对条件(C2)和(G3)进行了改进和处理. The existence of an interior pathway to a Karush-Kuhn-Tucker point of nonconvex programming problem is discussed under the (C1) , (C2)and(C3) in[1].The conditions of (C2)and(C3) are further developed and treated in this paper.
出处 《运筹学学报》 CSCD 北大核心 2003年第4期57-61,共5页 Operations Research Transactions
关键词 非线性规划 组合同伦内点法 存在性 组合同伦映射 OR, nonconvex programming, combined homotopy interior point method, full column rank, normal cone condition.
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参考文献3

  • 1Feng. G.C, Lin. Z.H., Yu.B. Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem. Nonlinear Analysis, Theory, Methods & Applications,1998, 32(6):761-768.
  • 2Lin. Z.H, Yu.B., Feng. G.C. A combined homotopy interior point method for convex programming problem. Appl. Math. Comput., 1997, 84:193-211.
  • 3Huang. C.Y., Yu.B., Wang. Y. A new interior path following method for nonconvex nonlinear programming,Northeast. Math. J., 1997, 13(3):257-260.

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