于波

个人信息Personal Information

教授

博士生导师

硕士生导师

性别:男

毕业院校:吉林大学

学位:博士

所在单位:数学科学学院

学科:计算数学. 金融数学与保险精算

电子邮箱:yubo@dlut.edu.cn

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Solving nonconvex nonlinear programming problems via a new aggregate constraint homotopy method

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论文类型:期刊论文

发表时间:2010-10-15

发表刊物:NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS

收录刊物:SCIE、EI、Scopus

卷号:73

期号:8

页面范围:2558-2565

ISSN号:0362-546X

关键字:Karush-Kuhn-Tucker point; Nonconvex nonlinear programming problems; Initial points

摘要:In this paper, by introducing C(2) mappings xi(i)(x, z(i)), i = 1, ..., m and using the idea of the aggregate function method, a new aggregate constraint homotopy method is proposed to solve the Karush-Kuhn-Tucker (KKT) point of nonconvex nonlinear programming problems. Compared with the previous results, the choice scope of initial points is greatly enlarged, so use of the new aggregate constraint homotopy method may improve the computational efficiency of reduced predictor-corrector algorithms. (C) 2010 Elsevier Ltd. All rights reserved.