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Solving a Class of Nonlinear Programming Problems via a Homotopy Continuation Method 被引量:1

Solving a Class of Nonlinear Programming Problems via a Homotopy Continuation Method
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摘要 In this paper we present a homotopy continuation method for finding the Karush-Kuhn-Tucker point of a class of nonlinear non-convex programming problems. Two numerical examples are given to show that this method is effective. It should be pointed out that we extend the results of Lin et al. (see Appl. Math. Comput., 80(1996), 209-224) to a broader class of non-convex programming problems. In this paper we present a homotopy continuation method for finding the Karush-Kuhn-Tucker point of a class of nonlinear non-convex programming problems. Two numerical examples are given to show that this method is effective. It should be pointed out that we extend the results of Lin et al. (see Appl. Math. Comput., 80(1996), 209-224) to a broader class of non-convex programming problems.
出处 《Northeastern Mathematical Journal》 CSCD 2008年第3期265-274,共10页 东北数学(英文版)
关键词 homotopy continuation method Karush-Kuhn-Tucker point non-convex programming problem homotopy continuation method, Karush-Kuhn-Tucker point, non-convex programming problem
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  • 1D. Hertog,C. Roos,T. Terlaky. On the classical logarithmic barrier function method for a class of smooth convex programming problems[J] 1992,Journal of Optimization Theory and Applications(1):1~25

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