A combined homotopy interior point method for general nonlinear programming problems |
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Authors: | Lin Zhenghua Li Yong Yu Bo |
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Institution: | Department of Mathematics Jilin University, Changchun 130023, People's Republic of China |
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Abstract: | 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. |
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