摘 要:
自Karmarkar内点法被解释成同伦算法之后,以内点同伦算法为代表的同伦路径跟踪算法的研究迅速发展起来。目前同伦内点算法用于求解非凸优化问题的理论与算法尚未完善,本文主要总结求解非凸优化问题的同伦内点法相关研究成果,并指出求解非凸优化的同伦内点算法有待于进一步深入研究的主要问题。[著者文摘]

文章出处:
《山东科技大学学报:自然科学版》-2007年26卷4期 -77-81页
栏目信息:
分 类 号:
文献标识码:
A
文章编号:
1672-3767(2007)04-0077-05
The Progress of Homotopy Interior Point Method for Solving Non-convex Optimization Problem
LI Hong-wei (College of Economics and Management, SUST, Qingdao, Shandong 266510, China)
Abstract:
Since Karmarkar's interior point algorithm was interpreted as a homotopy algorithm, the study on the homotopy path tracing algorithm represented by homotopy interior point method has developed rapidly. Up to now, the theory and algorithms of interior point methods for solving the non-convex optimization problem have not been well studied. The main results of the homotopy interior point method for solving the non-convex optimization have been summed up in the paper, and the further research problems have been presented at the same time.[著者文摘]
Key words:
non-convex optimization; homotopy interior point method; global convergence; normal cone condition;quasi-normal cone condition
基金资助:
国家自然科学基金项目(19771034):多目标规划算法研究.

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