Indexed by:期刊论文
Date of Publication:2012-01-01
Journal:PACIFIC JOURNAL OF OPTIMIZATION
Included Journals:SCIE、Scopus
Volume:8
Issue:1
Page Number:89-101
ISSN No.:1348-9151
Key Words:nonconvex programming; interior point method; infeasible interior point method; homotopy method; global convergence
Abstract:In this paper, a new homotopy method is proposed for solving nonconvex programming problems with both equality and inequality constraints. Existence and global convergence of the homotopy path with probability one to a solution of the KKT system are proven under a normal cone condition, which concerns only with the inequality constraints, as well as a stronger positive linear independence assumption. It requires only an interior point and not necessarily feasible point as the starting point, so it is more practical than the combined homotopy interior point method, which needs a feasible interior starting point. Simple numerical examples are given to show the feasibility and efficiency of the proposed method.
Professor
Supervisor of Doctorate Candidates
Supervisor of Master's Candidates
Gender:Male
Alma Mater:吉林大学
Degree:Doctoral Degree
School/Department:数学科学学院
Discipline:Computational Mathematics. Financial Mathematics and Actuarial Science
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