组合同伦法求不等式约束问题

Combined Homotopy Method for Inequality Constrained Problems

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。

Abstract: 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.