| 一般非线性规划问题的凝聚同伦内点方法 |
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| 引用本文： | 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. |
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| 作者姓名： | 金鉴禄 谭佳伟 贺莉 刘庆怀 |
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| 作者单位： | 长春工业大学 基础科学学院, 长春 130012 |
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| 基金项目： | 国家自然科学基金(批准号:10771020); 吉林省自然科学基金(批准号:20101597) |
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| 摘 要： | 考虑带有等式约束的一般非线性规划问题,先用极大值函数把不等式约束等价地表示为一个不光滑的不等式约束,并采用凝聚方法把不等式约束函数进行带参数的磨光,再利用组合同伦内点方法在广义弱法锥条件下,构造性地证明了广义K-K-T方程解的存在性和凝聚同伦方法的整体收敛性.数值结果表明该方法是有效的.
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| 关 键 词： | 非线性规划 凝聚函数 同伦方法 |
| 收稿时间： | 2011-03-04 |
Aggregate Homotopy Interior-Point Method for General Nonlinear Programming Problems |
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| JIN Jian-lu,TAN Jia-wei,HE Li,LIU Qing-huai.Aggregate Homotopy Interior-Point Method for General Nonlinear Programming Problems[J].Journal of Jilin University: Sci Ed,2011,49(6):1044-1052. |
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| Authors: | JIN Jian-lu TAN Jia-wei HE Li LIU Qing-huai |
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| Affiliation: | School of Basic Science, Changchun University of Technology, Changchun 130012, China |
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| 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 t... |
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| Keywords: | nonlinear programming aggregate function homotopy method |
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