弱拟法锥条件下非凸优化问题的同伦算法

本文给出弱拟法锥条件的定义,并针对非线性组合同伦方程,得到在弱拟法锥条件下求解约束非凸优化问题的同伦内点算法.证明了该算法对于可行域的某个子集中几乎所有的点,同伦路径存在,并且同伦路径收敛于问题的K-K-T点,通过数值例子验证了该算法是有效的.     

无界区域非凸优化问题的组合同伦方法

考虑带有不等式约束的优化问题,对此问题建立组合同伦方程,给出同伦路径存在的一个条件,此条件不需要可行域满足法锥条件,获得了优化问题的K-K-T点.     

一类非凸区域的拟法锥构造方法及其在非凸规划求解中的应用

本文给出基于球形的一类满足拟法锥条件区域的拟法锥构造方法,基于该可行域的拟法锥,建立求解在该类非凸区域上的规划问题的K-K-T点的部分凝聚同伦组合方程,并证明了该同伦内点法的整体收敛性,给出实现同伦内点法的具体数值跟踪算法步骤,并通过数值例子证明算法是可行的和有效的．     

同伦方法求解非凸区域Brouwer不动点问题

本文构造了一个新的求解非凸区域上不动点问题的内点同伦算法,并在弱法锥(见定义2．1(2))和适当的条件下,证明了算法的全局收敛性．本文所给的条件比外法锥条件更加一般．     

一类复杂非凸区域的拟法锥构造方法及其在非凸规划求解中的应用

本文针对基于一般的凸集与"契型"的余集相交形成的一类满足拟法锥条件的复杂非凸区域,给出一种拟法锥的构造方法,在给定的拟法锥条件下,建立求解在该类非凸区域上规划问题的K-K-T点的组合同伦方程,并证明了该同伦内点法的整体收敛性,并通过数值例子证明算法是可行的和有效的.     

约束序列极大极小问题的凝聚同伦内点方法

本文研究了拟法锥条件下的约束序列极大极小问题,利用凝聚函数把目标函数及部分约束条件进行带参数的磨光,再利用同伦方法在拟法锥条件下,构造性地证明了广义K-K-T方程解的存在性,并且对几乎所有的可行域内点作为初值,凝聚同伦内点法生成的同伦路径以广义K-K-T方程的解为极限点.     

连续化方法求解一般非凸规划的K-K-T点

对较一般的非凸规划的K－K－T方程组，构造了一种连续化内点同伦，并且分析了收敛于此类规划K－K－T点的同伦解曲线及其求解方法，数值结果亦图示了这些理论结果，值得一提的是这种方法削弱了冯果忱等人（1998）的假设条件－外法锥条件。     

解约束非凸规划问题的同伦方法的收敛性定理

本文在利用组合内点同伦方法求解约束非凸规划问题时,得到了一些新的收敛性定理.证明了同伦映射为正则映射的条件下,选取合适的同伦方程,用此同伦方法得到的K-K-T点一定是问题局部最优解.     

非内点同伦方法求解双层规划问题

提出了一种非内点同伦方法来解决无界集上的双层规划问题,并在适当的假设条件下,证明了同伦路径的存在性和全局收敛性.这种方法放宽了对初始点的要求,使数值计算更加便利.数值结果表明,该方法与现有的解双层规划问题的同伦方法相比,计算效率更高.     

同伦方法求解无界域上非凸规划问题的收敛性定理

利用同伦方法求解非凸规划时,一般只能得到问题的K-K-T点.本文得到无界域上同伦方法求解非凸规划的几个收敛性定理,证明在一定条件下,通过构造合适的同伦方程,同伦算法收敛到问题的局部最优解.     

A spline smoothing homotopy method for nonconvex nonlinear programming

Homotopy methods are globally convergent under weak conditions and robust; however, the efficiency of a homotopy method is closely related with the construction of the homotopy map and the path tracing algorithm. Different homotopies may behave very different in performance even though they are all theoretically convergent. In this paper, a spline smoothing homotopy method for nonconvex nonlinear programming is developed using cubic spline to smooth the max function of the constraints of nonlinear programming. Some properties of spline smoothing function are discussed and the global convergence of spline smoothing homotopy under the weak normal cone condition is proven. The spline smoothing technique uses a smooth constraint instead of m constraints and acts also as an active set technique. So the spline smoothing homotopy method is more efficient than previous homotopy methods like combined homotopy interior point method, aggregate constraint homotopy method and other probability one homotopy methods. Numerical tests with the comparisons to some other methods show that the new method is very efficient for nonlinear programming with large number of complicated constraints.     

A constraint shifting homotopy method for general non-linear programming

In this article, a constraint shifting homotopy method (CSHM) is proposed for solving non-linear programming with both equality and inequality constraints. A new homotopy is constructed, and existence and global convergence of a homotopy path determined by it are proven. All problems that can be solved by the combined homotopy interior point method (CHIPM) can also be solved by the proposed method. In contrast to the combined homotopy infeasible interior point method (CHIIPM), it needs a weaker regularity condition. And the starting point in the proposed method is not necessarily a feasible point or an interior point, so it is more convenient to be implemented than CHIPM and CHIIPM. Numerical results show that the proposed algorithm is feasible and effective.     

A combined homotopy interior point method for general nonlinear programming problems

A combined homotopy interior point method for solving general nonlinear programming is proposed. The algorithm generated by this method to Kuhn-Tucker points of the general nonlinear programming problems is proved to be globally convergent, under the “normal cone condition” about the constraints, probably without the convexity.     

Solving the Karush–Kuhn–Tucker system of a nonconvex programming problem on an unbounded set

In the papers [G.C. Feng, B. Yu, Combined homotopy interior point method for nonlinear programming problems, in: H. Fujita, M. Yamaguti (Eds.), Advances in Numerical Mathematics; Proceedings of the Second Japan–China Seminar on Numerical Mathematics, in: Lecture Notes in Numerical and Applied Analysis, vol. 14, Kinokuniya, Tokyo, 1995, pp. 9–16; G.C. Feng, Z.H. Lin, B. Yu, Existence of an interior pathway to a Karush–Kuhn–Tucker point of a nonconvex programming problem, Nonlinear Analysis 32 (1998) 761–768; Z.H. Lin, B. Yu, G.C. Feng, A combined homotopy interior point method for convex programming problem, Applied Mathematics and Computation 84 (1997) 193–211], a combined homotopy interior method was presented and global convergence results obtained for nonconvex nonlinear programming when the feasible set is bounded and satisfies the so called normal cone condition. However, for when the feasible set is not bounded, no result has so far been obtained. In this paper, a combined homotopy interior method for nonconvex programming problems on the unbounded feasible set is considered. Under suitable additional assumptions, boundedness of the homotopy path, and hence global convergence, is proven.     

求解多目标规划最小弱有效解的同伦内点方法

本文利用非线性规划中的组合同伦方法;给出了求解目标规划问题最小弱有效解的同伦内点方法,并证明了该方法是整体收敛的。     

组合同伦方法在无界域上的收敛性

组合同伦内点法由Feng等提出，是求解有界区域上的非凸数学规划的一种大范围收敛性方法，本文证明此算法适用于某些无界区域上的非凸数学规划问题。     

Kuhn–Tucker Conditions for a Convex Programming Problem in Banach Spaces Partially Ordered by Cone with Empty Interior

The existence of saddle point of the Lagrange function for a convex programming problem in Banach spaces ordered by a cone with empty interior is established under a strong simultaneity condition. As a consequence, the Kuhn–Tucker conditions are derived. It is shown that the Slater and the strong simultaneity condition are equivalent if the cone determining the partial order has an interior.