摘要
本文针对基于一般的凸集与"模型"的余集相交形成的一类满足拟法锥条件的复杂非凸区域,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规划问题的K-K-T点的组合同伦方程,并证明了该同伦内点法的整体收敛性,并通过数值例子证明算法是可行的和有效的.
In this paper, we give a method to construct a quasi-normal cone for a class of non-convex sets based on a general convex set and the complement set of a wedge, which satisfies quasi-normal cone condition, and construct a Combined Homotopy Interior Point method （CHIP method） to solve the K-K-T point of Non-convex programming according to this quasi-normal set. We prove that PACHIP method has global convergence. It is proved that it is feasible and available by a numerical example.
出处
《应用数学学报》
CSCD
北大核心
2009年第3期400-412,共13页
Acta Mathematicae Applicatae Sinica
基金
国家自然科学基金(10771020)资助项目
关键词
非凸优化
正独立映射
拟法锥条件
组合同伦内点法
non-convex programming
positive irrelative map
quasi-normal cone condition
combined homotopy interior point method
