| 一类非光滑约束优化问题的凝聚同伦内点方法 |
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| 引用本文： | 金鉴禄,贺莉,谭佳伟,刘庆怀.一类非光滑约束优化问题的凝聚同伦内点方法[J].吉林大学学报(理学版),2010,48(6):887-892. |
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| 作者姓名： | 金鉴禄 贺莉 谭佳伟 刘庆怀 |
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| 作者单位： | 长春工业大学 基础科学学院, 长春 130012 |
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| 基金项目： | 国家自然科学基金，吉林省自然科学基金 |
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| 摘 要： | 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.
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| 关 键 词： | 非光滑优化 凝聚函数 同伦方法 |
| 收稿时间： | 2010-03-15 |
Aggregate Homotopy Interior-Point Method for a Class of Nonsmooth Constrained Optimization Problems |
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| JIN Jian-lu,HE Li,TAN Jia-wei,LIU Qing-huai.Aggregate Homotopy Interior-Point Method for a Class of Nonsmooth Constrained Optimization Problems[J].Journal of Jilin University: Sci Ed,2010,48(6):887-892. |
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| Authors: | JIN Jian-lu HE Li TAN Jia-wei LIU Qing-huai |
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| Institution: | School of Basic Science, Changchun University of Technology, Changchun 130012, China |
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| Abstract: | The authors studied the problems of non smooth programming on non convex sets under pseudo cone 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. |
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| Keywords: | non-smooth optimization aggregate function homotopy method |
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