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凸规划的动边界组合同伦方法及其收敛性
引用本文:商玉凤,于波.凸规划的动边界组合同伦方法及其收敛性[J].吉林大学学报(理学版),2006,44(3):357-361.
作者姓名:商玉凤  于波
作者单位:1. 吉林大学 数学研究所, 长春 130012; 2. 空军航空大学 基础部, 长春 130022; 3. 大连理工大学 应用数学系, 辽宁省 大连 116024
摘    要:给出动边界组合同伦方法, 在Slater条件及一种强制条件下证明了同伦路径的存在性和收敛性. 与已有的组合同伦内点法相比, 去掉了初始点为可行集内点的限制条件. 数值例子表明, 此算法是有效的.

关 键 词:非线性规划  凸规划  同伦方法  
文章编号:1671-5489(2006)03-0357-05
收稿时间:2005-10-25
修稿时间:2005年10月25

Boundary Moving Combined Homotopy Method for Nonconvex Nonlinear Programming and Its Convergence
SHANG Yu-feng,YU Bo.Boundary Moving Combined Homotopy Method for Nonconvex Nonlinear Programming and Its Convergence[J].Journal of Jilin University: Sci Ed,2006,44(3):357-361.
Authors:SHANG Yu-feng  YU Bo
Institution:1. Institute of Mathematics, Jilin University, Changchun 130012, China; 2. Department of Foundation, Aviation University of Air Force, Changchun 130022, China; 3. Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, Liaoning Province, China
Abstract:A new homotopy method, called boundary moving combined homotopy method, for solving convex programming was presented. Existence and conv ergence of a homotopy path were proved under only Slater’s condition and a coercive condition. In contrast to the existed combined homotopy interior point methods, the start point needs not to be an interior point of the feasible set, so the new method is more convenient to use. Some numerical examples are given to show its efficiency.
Keywords:nonlinear programming  convex programming  homotopy method
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