共查询到19条相似文献,搜索用时 46 毫秒
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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. 相似文献
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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. 相似文献
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同伦方法求解非凸区域Brouwer不动点问题 总被引:2,自引:0,他引:2
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. 相似文献
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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. 相似文献
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连续化方法求解一般非凸规划的K-K-T点 总被引:2,自引:0,他引:2
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。 相似文献
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In the past few years, much and much attention has been paid to the method for solving non-convex programming. Many convergence results are obtained for bounded sets. In this paper, we get global convergence results for non-convex programming in unbounded sets under suitable conditions. 相似文献
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A Combined Homotopy Interior Point Method for Nonconvex Programming with Pseudo Cone Condition 总被引:1,自引:0,他引:1
SinceKarmarkar sfamouspaper [1 ]onanew polynomialinteriorpointalgorithmforlinearprogrammingwaspublishedin 1 984 ,interiorpointmethodshavebeenproventobeaclassofefficientmethodsformathematicalprogrammingandhavebeenpaidmuchattention .Uptonow ,theories,algorithmsa… 相似文献
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An Interior Point Path-following Method for Nonconvex Programming With Quasi Normal Cone Condition 总被引:3,自引:0,他引:3
Since Karmarkar's famous paper[1] on a new polynomial interior point algorithm for linearprogramming was published in 1984, interior point methods have been proven to be a class ofefficient methods for mathematical programming and have been paid much attention. UP tillnow) theories, algorithms and applications of interior point methods for linear programming aswell as convex nonlinear programming have been well studied (see [2] and references therein),however, few results on nonconvex programm… 相似文献
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In this paper, we propose a primal-dual interior point method for solving general constrained nonlinear programming problems. To avoid the situation that the algorithm we use may converge to a saddle point or a local maximum, we utilize a merit function to guide the iterates toward a local minimum. Especially, we add the parameter ε to the Newton system when calculating the decrease directions. The global convergence is achieved by the decrease of a merit function. Furthermore, the numerical results confirm that the algorithm can solve this kind of problems in an efficient way. 相似文献
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A Combined Homotopy Infeasible Interior-Point Method for Convex Nonlinear Programming 总被引:2,自引:0,他引:2
In this paper, on the basis of the logarithmic barrier function and KKT conditions , we propose a combined homotopy infeasible interior-point method (CHIIP) for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method. 相似文献