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一类非光滑约束优化问题的凝聚同伦内点方法

ggregate Homotopy Interior-point Method for a Class of

中文摘要英文摘要

本文研究了可行域满足伪锥条件下的非凸域上非光滑优化问题,首先,利用凝聚函数把非光滑约束函数进行带参数的磨光,再利用组合同伦内点方法,构造性地证明了广义K—K—T方程解的存在性,并且,该算法具有全局收敛性.

his paper introduces a globally converged algorithm for solving the problems of non-smoothed optimization on non-convex sets when the pseudo-cone condition is applicable to the feasible set. First, the parameterized non-smooth constrain function is smoothed by using the aggregate function, then, the existence of the generalized K-K-T point is verified based on the combined homotopy interior-point method with pseudo-cone condition.

刘庆怀、贺莉、金鉴禄、谭佳伟

数学

非光滑优化凝聚函数同伦方法

nonsmooth optimizationaggregate functionhomotopy method

刘庆怀,贺莉,金鉴禄,谭佳伟.一类非光滑约束优化问题的凝聚同伦内点方法[EB/OL].(2009-02-23)[2025-08-18].http://www.paper.edu.cn/releasepaper/content/200902-1208.点此复制

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