连续化方法求解约束凸规划问题  

A CONTINUATION METHOD FOR CONSTRAINTS CONVEX PROGRAMMING

作　　者：林正华[1] 于晓林[2] 于波[1] 

机构地区：[1]吉林大学数学系 [2]吉林大学物理系

出　　处：《计算数学》1999年第3期309-316,共8页Mathematica Numerica Sinica

基　　金：国家自然科学基金

摘　　要：In this paper, we present a homotopy continuation method for a class of large constraints convex programming problems. The first step, the constraints are ap-proximated by a family of smooth aggregate constraints, the second step, we con-struct a homotopy method for globally finding convex programming problems with one constraint.In this paper, we present a homotopy continuation method for a class of large constraints convex programming problems. The first step, the constraints are ap-proximated by a family of smooth aggregate constraints, the second step, we con-struct a homotopy method for globally finding convex programming problems with one constraint.

关 键 词：凸规划 同伦方法 凝聚函数法 连续化法 收敛性 

分 类 号：O221[理学—运筹学与控制论]