吉林大学学报(理学版)2011,Vol.49Issue(6):1044-1052,9.
一般非线性规划问题的凝聚同伦内点方法
Aggregate Homotopy Interior-Point Method forGeneral Nonlinear Programming Problems
摘要
Abstract
We studied the problems of general nonlinear programming with equality constrains. First, the inequality constrain was expressed as an non-smooth inequality constrain by means of the max-value function, then with aggregate technique this constrain was smoothed. With the help of combined homotopy interior-point method and the weak normal condition, the existence of solution of the generalized K-K-T equation was verified. The algorithm was proved to be globally convergent. The results of numerical experiments show that the algorithm is effective and convenient.关键词
非线性规划/凝聚函数/同伦方法Key words
nonlinear programming/ aggregate function/ homotopy method分类
数理科学引用本文复制引用
金鉴禄,谭佳伟,贺莉,刘庆怀..一般非线性规划问题的凝聚同伦内点方法[J].吉林大学学报(理学版),2011,49(6):1044-1052,9.基金项目
国家自然科学基金(批准号:10771020)和吉林省自然科学基金(批准号:20101597). (批准号:10771020)