DocumentCode
547346
Title
A method to construct a quasi-normal cone for non-convex and non-smooth set and its applications
Author
Hongwei, Li
Author_Institution
Coll. of Econ. & Manage., Shandong Univ. of Sci. & Technol., Qingdao, China
Volume
3
fYear
2011
fDate
10-12 June 2011
Firstpage
413
Lastpage
417
Abstract
It has proved that non-convex optimization with the feasible set satisfying quasi-normal cone condition (QNCC) can be solved by the method of Homotopy Interior Point (HIP) Method with global convergence under the hypothesis that a quasi-normal cone has been constructed. But how to construct the quasi-normal cone for a general non-convex set is very difficult and there is no uniform and efficient method to do it. In this paper, we give a method to construct a quasi-normal cone for a class of sets satisfying QNCC, and construct HIP function and realize the HIP method algorithms. And we prove it is available by the numerical example at the same time.
Keywords
concave programming; set theory; homotopy interior point method; nonconvex optimization; nonconvex set; nonsmooth set; quasinormal cone condition; Convergence; Convex functions; Economics; Hip; Optimization; Prediction algorithms; Programming; Aggregated function; Homotopy interior point (HIP) Method; Non-convex optimization; Positive irrelative map; Quasi-normal cone condition (QNCC);
fLanguage
English
Publisher
ieee
Conference_Titel
Computer Science and Automation Engineering (CSAE), 2011 IEEE International Conference on
Conference_Location
Shanghai
Print_ISBN
978-1-4244-8727-1
Type
conf
DOI
10.1109/CSAE.2011.5952709
Filename
5952709
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