A Modified Aggregate Constraint Homotopy Method for Nonconvex Programming

机译：非凸规划的改进的总约束同伦方法

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摘要

A modified aggregate constraint homotopy method is proposed for nonconvex programming, in which an active set strategy is adopted implicitly and hence can save much computation of the gradients and the Hessians of constraints. Similar convergence as previous homotopy methods is proven and, preliminary numerical tests show that it is more efficient than old ones when the number of constraints is large.

机译：针对非凸规划提出了一种改进的集合约束同伦方法，该方法隐含地采用主动集策略，可以节省梯度的计算和约束的Hessian。证明了与以前的同伦方法相似的收敛性，并且初步的数值测试表明，当约束数量很大时，它比旧的方法更有效。

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来源
《The 8th international conference on optimization: Techniques and Applications》|2010年|327-328|共2页
会议地点 Shanghai(CN)
作者
Zhengyong ZHOU; Bo YU;
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作者单位

School of Mathematical Sciences, Dalian University of Technology,Dalian, Liaoning 116024, China;

School of Mathematical Sciences, Dalian University of Technology,Dalian, Liaoning 116024, China;

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会议组织
原文格式 PDF
正文语种 eng
中图分类系统优化;
关键词
Nonconvex programming; Homotopy method; Interior-point method; Path following; Aggregate function;

机译：非凸编程；同伦方法；内点方法；路径跟踪；集合函数;

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1. Solving nonconvex nonlinear programming problems via a new aggregate constraint homotopy method [J] . Su M., Yu B., Wang J. Nonlinear Analysis: An International Multidisciplinary Journal . 2010,第8期

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2. Truncated aggregate homotopy method for nonconvex nonlinear programming [J] . Y. Xiao, H.J. Xiong, B.Yu Optimization methods & software . 2014,第1a3期

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3. Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints [J] . Zhou Zhengyong, Su Menglong, Shang Yufeng, Optimization: A Journal of Mathematical Programming and Operations Research . 2018,第5a8期

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4. A Modified Aggregate Constraint Homotopy Method for Nonconvex Programming [C] . Zhengyong ZHOU, Bo YU International conference on optimization: Techniques and Applications . 2010

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A Modified Aggregate Constraint Homotopy Method for Nonconvex Programming

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