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论文类型：期刊论文

发表时间：2010-11-01

发表刊物：COMPUTATIONAL OPTIMIZATION AND APPLICATIONS

收录刊物：SCIE、EI、Scopus

卷号：47

期号：3

页面范围：501-527

ISSN号：0926-6003

关键字：Nonsmooth optimization; Min-max-min problem; Aggregate function; Homotopy method

摘要：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.