一类非光滑约束优化问题的凝聚同伦内点方法  

Aggregate Homotopy Interior-Point Method for a Class of Nonsmooth Constrained Optimization Problems

作　　者：金鉴禄[1] 贺莉[1] 谭佳伟[1] 刘庆怀[1] 

机构地区：[1]长春工业大学基础科学学院,长春130012

出　　处：《吉林大学学报（理学版）》2010年第6期887-892,共6页Journal of Jilin University:Science Edition

基　　金：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)

摘　　要：利用凝聚技术和组合同伦内点方法研究可行域满足伪锥条件下非凸域上的非光滑优化问题,构造性地证明了该类非光滑优化问题的广义K-K-T方程解的存在性,得到了求解K-K-T点的凝聚同伦内点方法,并证明了该算法具有全局收敛性.The authors studied the problems of non-smooth programming on non-convex sets under pseudocone condition with aggregate technique combined homotopy interior-point method. The existence of solution of the generalized K-K-T equation was verified. The aggregate homotopy interior-point method was established for finding the K-K-T point and a globally converged algorithm was proved.

关 键 词：非光滑优化 凝聚函数 同伦方法 

分 类 号：O221.2[理学—运筹学与控制论]