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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A feasible set swelling homotopy method for general nonlinear programming
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论文类型:会议论文
发表时间:2011-07-26
收录刊物:EI、Scopus
页面范围:1884-1887
摘要:This paper provides a non-interior homotopy method for nonlinear programming with general equality and inequality constraints. Under a weak assumption for a swelled feasible set as well as several basic conditions for nonlinear programming, existence and convergence of a smooth homotopy path are proven. In addition, the starting point is not needed to be a feasible interior point of the original feasible set, and can be chosen freely in a bounded ball region, hence this homotopy method can be implemented conveniently. ? 2011 IEEE.