首页> 外文会议>Intelligent Control and Automation, 2006. WCICA 2006. The Sixth World Congress on >A method to construct a quasi-normal cone for non-convex and non-smooth set and its applications to non-convex and non-smooth optimization
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A method to construct a quasi-normal cone for non-convex and non-smooth set and its applications to non-convex and non-smooth optimization

机译:一种非凸非光滑集拟法向锥的构建方法及其在非凸非光滑优化中的应用

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If the feasible set of non-convex optimization satisfies quasi-normal cone condition (QNCC) and under the hypothesis that a quasi-normal cone has been constructed, non-convex optimizations can be solved, theoretically, by the method of Homotopy Interior Point (HIP) Method with global convergence. But how to construct the quasi-normal cone for a general non-convex set is very difficult and there is no uniform and efficient method to do it. In this paper, we give a method to construct a quasi-normal cone for a class of sets satisfying QNCC, and realize HIP method algorithms under it. And we prove it is available by the numerical example at the same time.
机译:如果可行的非凸优化集满足拟正锥条件(QNCC),并且在假设已构建拟正锥的假设下,理论上可以通过同伦内点( HIP)具有全局收敛性的方法。但是,如何为一般的非凸集构造准法线锥是非常困难的,而且还没有统一有效的方法来做到这一点。本文提出了一种为一类满足QNCC的集合构造准法线锥的方法,并在此方法下实现了HIP方法算法。并且我们通过数值例子证明了它是同时可用的。

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