摘要
针对一类满足拟法锥条件的非凸区域,给出一种拟法锥的构造方法,在给定的拟法锥条件下,建立求解在该类非凸区域上函数极小化问题的K-K-T点的组合同伦方程,并证明该同伦内点法的整体收敛性,数值实例验证了算法是可行的和有效的。
For a nonconvex set which satisfies quasi-normal cone condition, a method to construct a quasi-normal cone is given. Under the given quasi-normal cone condition, combined homotopy equations of the K-K-T point are established to solve nonvex programming problems. It is shown that the combined homotopy interior point method has global convergence, and it has verified to be feasible and available by numerical examples.
出处
《黑龙江大学自然科学学报》
CAS
北大核心
2016年第5期611-617,共7页
Journal of Natural Science of Heilongjiang University
基金
吉林省自然科学基金资助项目(20130101061JC)
关键词
非凸规划
正独立映射
拟法锥条件
组合同伦内点法
nonconvex programming
positive irrelative map
quasi-normal cone condition
combined homotopy interior point method
