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一般非线性规划问题的凝聚同伦内点方法

金鉴禄 谭佳伟 贺莉 刘庆怀

吉林大学学报(理学版)2011,Vol.49Issue(6):1044-1052,9.
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

金鉴禄 1谭佳伟 1贺莉 1刘庆怀1

作者信息

  • 1. 长春工业大学,基础科学学院,长春,130012
  • 折叠

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)

吉林大学学报(理学版)

OA北大核心CSCDCSTPCD

1671-5489

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