Title :
A feasible set swelling homotopy method for general nonlinear programming
Author :
Zhou, Zhengyong ; Yu, Bo ; Shang, Yufeng
Author_Institution :
Sch. of Math. Sci., Dalian Univ. of Technol., Dalian, China
Abstract :
This paper provides a non-interior homotopy method for nonlinear programming with general equality and inequality constraints. Under a weak assumption for a swelled feasible set as well as several basic conditions for nonlinear programming, existence and convergence of a smooth homotopy path are proven. In addition, the starting point is not needed to be a feasible interior point of the original feasible set, and can be chosen freely in a bounded ball region, hence this homotopy method can be implemented conveniently.
Keywords :
nonlinear programming; bounded ball region; equality constraints; feasible set swelling homotopy method; general nonlinear programming; inequality constraints; noninterior homotopy method; Convergence; Electronic mail; Equations; Games; Prediction algorithms; Programming; global convergence; homotopy method; nonlinear programming;
Conference_Titel :
Multimedia Technology (ICMT), 2011 International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-61284-771-9
DOI :
10.1109/ICMT.2011.6002563
