A feasible set swelling homotopy method for general nonlinear programming

This paper provides a non-interior homotopy method for nonlinear programming with general equality and inequality constraints. Under a weak assumption for a swelled feasible set as well as several basic conditions for nonlinear programming, existence and convergence of a smooth homotopy path are pro...

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Bibliographic Details
Main Authors: Zhengyong Zhou, Bo Yu, Yufeng Shang
Format: Conference Proceeding
Language:English
Subjects:
Convergence
Electronic mail
Equations
Games
global convergence
homotopy method
nonlinear programming
Prediction algorithms
Programming
Online Access:Request full text
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Summary:This paper provides a non-interior homotopy method for nonlinear programming with general equality and inequality constraints. Under a weak assumption for a swelled feasible set as well as several basic conditions for nonlinear programming, existence and convergence of a smooth homotopy path are proven. In addition, the starting point is not needed to be a feasible interior point of the original feasible set, and can be chosen freely in a bounded ball region, hence this homotopy method can be implemented conveniently.
DOI:10.1109/ICMT.2011.6002563