| 解非凸优化问题的一个同伦内点方法 |
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| 引用本文： | 李慧玲,张春阳,李卓识,刘庆怀.解非凸优化问题的一个同伦内点方法[J].东北师大学报(自然科学版),2009,41(4). |
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| 作者姓名： | 李慧玲 张春阳 李卓识 刘庆怀 |
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| 作者单位： | 1. 长春工业大学基础科学学院,吉林,长春,130012
2. 长春工业大学基础科学学院,吉林,长春,130012;吉林农业大学信息技术学院,吉林,长春,130118 |
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| 基金项目： | 国家自然科学基金资助项目，吉林省教育厅"十一五"科学技术研究项目 |
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| 摘 要： | 用同伦内点算法求解带有非凸可行域的约束优化问题时,非凸可行域的边界刻画条件是算法收敛的重要条件之一.在弱伪锥条件下, 构造了新的组合同伦方程,证明了对可行域的某个子集中几乎所有的内点,同伦路径存在且收敛于问题的K-K-T点.
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| 关 键 词： | 非凸优化 同伦算法 内点法 |
Homotopy interior point method for non-convex optimization problem with weak pseudo cone condition |
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| LI Hui-ling,ZHANG Chun-yang,LI Zhuo-shi,LIU Qing-huai.Homotopy interior point method for non-convex optimization problem with weak pseudo cone condition[J].Journal of Northeast Normal University (Natural Science Edition),2009,41(4). |
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| Authors: | LI Hui-ling ZHANG Chun-yang LI Zhuo-shi LIU Qing-huai |
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| Institution: | LI Hui-ling1,ZHANG Chun-yang1,LI Zhuo-shi1,2,LIU Qing-huai1(1.School of Basic Science,Changchun University of Technology,Changchun 130012,China,2.Information Technology College,Jilin Agricultural University,Changchun 130018,China) |
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| Abstract: | When the homotopy interior method is used to solve the constraint optimization probiem with the non-convex fecesibleset ,the bound condition of the feasible set isone of the most important factors for the convergence of arithmetic.In this paper,underthe weak pseudo cone condition a newhomatopy equation is oonstructed and it is proved that there is a hometopy pacth for almoest every interior points of some feasible subset.Meanohile,it conoerges to the K-K-T points. |
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| Keywords: | nonconvex programming problem homotopy method interior point method |
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