标题:
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
关键字:
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
期刊名称:
《Operations Research and Fuzziology》, Vol.6 No.2, 2016-05-26
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.