| 法锥条件下非凸规划的非内点同伦方法 |
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| 引用本文： | 杨轶华,吕显瑞,刘庆怀. 法锥条件下非凸规划的非内点同伦方法[J]. 吉林大学学报(理学版), 2007, 45(3): 365-368 |
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| 作者姓名： | 杨轶华 吕显瑞 刘庆怀 |
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| 作者单位： | 吉林大学,数学学院,长春,130012;长春工业大学,应用数学研究所,长春,130012 |
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| 基金项目： | 吉林省科技产业处自然科学基金 |
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| 摘 要： | 利用不可行的内点同伦方法(CHIIP)求解非凸规划问题的KKT点. 证明了当非凸规划问题的可行域满足法锥条件时, 跟踪同伦方程产生的同伦曲线可得到非凸规划问题的KKT点, 且该算法具有全局收敛性.
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| 关 键 词： | 同伦方法 不可行的内点同伦方法 非凸规划 |
| 文章编号： | 1671-5489(2007)03-0365-04 |
| 收稿时间： | 2006-10-27 |
| 修稿时间： | 2006-10-27 |
Infeasible Interior-point Homotopy Method for Non-convex Programming under Normal Cone Condition |
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| YANG Yi-hua,L Xian-rui,LIU Qing-huai. Infeasible Interior-point Homotopy Method for Non-convex Programming under Normal Cone Condition[J]. Journal of Jilin University: Sci Ed, 2007, 45(3): 365-368 |
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| Authors: | YANG Yi-hua L Xian-rui LIU Qing-huai |
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| Affiliation: | 1. College of Mathematics, Jilin Univeristy, Changchun 130012, China;2. Institute of Applied Mathematics, Changchun Industry University, Changchun 130012, China |
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| Abstract: | We have proved that when the combined homotopy infeasible interior point method (CHIIP) proposed by us is used to solve the KKT points of non-convex non linear programming problems, it can be converted to solve the KKT points of non convex non linear programming problems from the homotopic curves produced by tracking the homotopic equations when the feasible domain of non-convex non linear programming problems meet the normal cone condition andthe method (CHIIP) is globally convergent. |
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| Keywords: | homotopy method combined homotopy infeasible interior point method non-convex programming |
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