摘要
利用不可行的内点同伦方法(CHIIP)求解非凸规划问题的KKT点.证明了当非凸规划问题的可行域满足法锥条件时,跟踪同伦方程产生的同伦曲线可得到非凸规划问题的KKT点,且该算法具有全局收敛性.
We have proved that when the combined homotopy infeasible interior-point method （CHIIP） proposed by us is used to solve the KKT points of non-convex non-linear programming problems, it can be converted to solve the KKT points of non-convex non-linear programming problems from the homotopic curves produced by tracking the homotopic equations when the feasible domain of non-convex non-linear programming problems meet the normal cone condition and the method （CHIIP） is globally convergent.
出处
《吉林大学学报（理学版）》
CAS
CSCD
北大核心
2007年第3期365-368,共4页
Journal of Jilin University:Science Edition
基金
吉林省科技产业处自然科学基金(批准号:吉教科合字[2006]第182号).
关键词
同伦方法
不可行的内点同伦方法
非凸规划
homotopy method
combined homotopy infeasible interior-point method
non-convex programming
