Indexed by:期刊论文

Date of Publication:2010-11-01

Journal:COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

Included Journals:SCIE、EI、Scopus

Volume:47

Issue:3

Page Number:501-527

ISSN No.:0926-6003

Key Words:Nonsmooth optimization; Min-max-min problem; Aggregate function; Homotopy method

Abstract:In this paper, the constrained min-max-min problem, which is an essentially nonsmooth and nonconvex problem, is considered. Based on a twice aggregate function with a modification, an aggregate deformation homotopy method is established. Under some suitable assumptions, a smooth path from a randomly given point to a solution of the generalized KKT system is proven to exist. By numerically tracing the smooth path, a globally convergent algorithm for some solution of the problem is given. Some numerical results are given to show the feasibility of the method.