运筹与模糊学

Vol.6 No.2 (May 2016)

组合同伦法求不等式约束问题
Combined Homotopy Method for Inequality Constrained Problems

 

作者:

黄青群 :河池学院数学与统计学院,广西 宜州

 

关键词:

组合同伦凸非线性规划全局收敛性牛顿法Combined Homotopy Convex Nonlinear Programming Global Convergence Newton Method

 

摘要:

对含不等式约束的优化问题,构造一个新的同伦方程,与牛顿法相结合得到一个组合同伦牛顿算法,最后给出了该算法的全局线性收敛性的证明。

For the optimization problem with inequality constraints, this paper constructs a new homotopy equation which with the Newton’s method to get a combined homotopy Newton algorithm. The global linear convergence of the algorithm is proved at the end.

文章引用:

黄青群 (2016) 组合同伦法求不等式约束问题。 运筹与模糊学, 6, 60-65. doi: 10.12677/ORF.2016.62008

 

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