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凸规划的动边界组合同伦方法及其收敛性 被引量:4

Boundary Moving Combined Homotopy Method for Nonconvex Nonlinear Programming and Its Convergence
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摘要 给出动边界组合同伦方法,在Slater条件及一种强制条件下证明了同伦路径的存在性和收敛性.与已有的组合同伦内点法相比,去掉了初始点为可行集内点的限制条件.数值例子表明,此算法是有效的. A new homotopy method, called boundary moving combined homotopy method, for solving convex programming was presented. Existence and convergence of a homotopy path were proved under only Slater' s condition and a coercive condition. In contrast to the existed combined homotopy interior point methods, the start point needs not to be an interior point of the feasible set, so the new method is more convenient to use. Some numerical examples are given to show its efficiencv.
作者 商玉凤 于波
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2006年第3期357-361,共5页 Journal of Jilin University:Science Edition
关键词 非线性规划 凸规划 同伦方法 nonlinear programming convex programming homotopy method
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参考文献7

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同被引文献26

  • 1于波,商玉凤.解非凸规划问题动边界组合同伦方法[J].Journal of Mathematical Research and Exposition,2006,26(4):831-834. 被引量:12
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