摘要
利用同伦方法求解无约束非凸优化问题,对KT方程构造了不动点同伦,并给出同伦路径的性质,证明了选取合适的同伦方程,该算法一定不收敛于极大值点.
A homotopy algorithm was used to solve unconstrained nonconvex programming. We construct fixed point homotopy equation for KT equation, and some results for homotopy pathway were obtained. It was also proved that homotopy algorithm can＇ t converge to a local maximum when proper homotopy equation was chosen.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2006年第4期565-566,共2页
Journal of Jilin University:Science Edition
基金
国家自然科学基金(批准号:19771034)
关键词
无约束优化
同伦算法
KT点
unconstrained programming
homotopy algorithm
KT point
