法锥条件下非凸非线性优化问题的同伦算法  

A Homotopy algorithm for non-convex nonlinear optimization under normal cone conditions

作　　者：赵雅玲[1] 申海明[1] 王秀玉[1] 

机构地区：[1]长春工业大学基础科学学院,吉林长春130012

出　　处：《长春工业大学学报》2010年第6期613-617,共5页Journal of Changchun University of Technology

基　　金：国家自然科学基金资助项目(10771020);吉林省自然科学基金资助项目(20101597)

摘　　要：利用F-B函数,建立了边界满足法锥条件时非凸非线性优化问题的同伦方程,给出了同伦路径的存在性、有界性和收敛性的证明。用预估校正法跟踪同伦路径。With F-B function,a homotopy formula is established for the non-convex nonlinear optimization under normal cone condition.We prove the existence,boundence and convergence of the homotopy path.The path is tracked by the predictor-corrector algorithm and the numerical example shows that it is feasible and effective.

关 键 词：同伦算法 法锥条件 非凸优化 非线性优化 

分 类 号：O221.2[理学—运筹学与控制论] O224[理学—数学]