| 同伦方法求解一类非凸规划问题的局部极小 |
| |
| 引用本文： | 孙文娟,刘庆怀,王彩玲. 同伦方法求解一类非凸规划问题的局部极小[J]. 吉林大学学报(理学版), 2008, 46(3): 469-471 |
| |
| 作者姓名： | 孙文娟 刘庆怀 王彩玲 |
| |
| 作者单位： | 1. 沈阳理工大学 理学院, 沈阳 110168; 2. 长春工业大学 应用数学研究所, 长春 130012;3. 吉林大学 数学学院, 长春 130012 |
| |
| 摘 要： | 利用组合同伦内点方法求解目标函数为凸的一类非凸规划问题, 证明了在同伦映射为正则映射的条件下, 同伦方法一定收敛到局部极小解, 并得到了当目标函数非凸时, 若非凸规划问题所有的K-K-T点均在可行域边界上, 则此同伦方法在同伦映射为正则映射的条件下, 也收敛于局部极小解.
|
| 关 键 词： | 非凸规划 内点同伦 局部极小 |
| 文章编号： | 1671-5489(2008)03-0469-03 |
| 收稿时间： | 2007-06-15 |
| 修稿时间： | 2007-06-15 |
Homotopy Method for Getting a Local Minimum of a Class of Non-convex Programming |
| |
| SUN Wen-juan,LIU Qing-huai,WANG Cai-ling. Homotopy Method for Getting a Local Minimum of a Class of Non-convex Programming[J]. Journal of Jilin University: Sci Ed, 2008, 46(3): 469-471 |
| |
| Authors: | SUN Wen-juan LIU Qing-huai WANG Cai-ling |
| |
| Affiliation: | 1. School of Science, Shenyang Ligong University, Shenyang 110168, China;2. Institute of Applied Mathematics, Changchun University of Technology, Changchun 130012, China;3. College of Mathematics, Jilin University, Changchun 130012, China |
| |
| Abstract: | We used combined homotopy interior point method to solve the nonconvex programming problems of convex objective function. We proved that when the homotopy map is a regular map, the homotopy algorithm converges to a local minimum. We also proved that when the objective function is nonconvex, a local minimum point of the problem can also be obtained from the homotopy algorithm under the condition of regular homotopy map, if all K-K-T points of the nonconvex programming problem are on the bound of feasible region. |
| |
| Keywords: | nonconvex programming interior homotopy local minimum |
| 本文献已被 维普 万方数据 等数据库收录！ |
| 点击此处可从《吉林大学学报(理学版)》浏览原始摘要信息 |
|
点击此处可从《吉林大学学报(理学版)》下载全文 |
|
