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论文类型：期刊论文

发表时间：2009-01-15

发表刊物：NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS

收录刊物：SCIE、EI、Scopus

卷号：70

期号：2

页面范围：757-763

ISSN号：0362-546X

关键字：Nonconvex programming; Unbounded set; Homotopy method; Global convergence

摘要：In the papers [G.C. Feng, B. Yu, Combined homotopy interior point method for nonlinear programming problems, in: H. Fujita, M. Yamaguti (Eds.), Advances in Numerical Mathematics; Proceedings of the Second Japan-China Seminar on Numerical Mathematics, in: Lecture Notes in Numerical and Applied Analysis, vol. 14, Kinokuniya, Tokyo, 1995, pp. 9-16; G.C. Feng, Z.H. Lin, B. Yu, Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem, Nonlinear Analysis 32 (1998) 761-768; Z.H. Lin, B. Yu, G.C. Feng, A combined homotopy interior point method for convex programming problem, Applied Mathematics and Computation 84(1997) 193-211], a combined homotopy interior method was presented and global convergence results obtained for nonconvex nonlinear programming when the feasible set is bounded and satisfies the so called normal cone condition. However, for when the feasible set is not bounded, no result has so far been obtained. In this paper, a combined homotopy interior method for nonconvex programming problems oil the unbounded feasible set is considered. Under suitable additional assumptions, boundedness of the homotopy path, and hence global convergence, is proven. (C) 2008 Elsevier Ltd. All rights reserved.