A globally convergent interior point algorithm for non-convex nonlinear programming

作者：Fan Xiaona^*

来源：Journal of Computational and Applied Mathematics, 2009, 224(2): 622-627.

DOI：10.1016/j.cam.2008.05.043

• Non-convex programming
• Combined interior homotopy
• Path following algorithm
• Global convergence

in this paper, a new algorithm for tracing the combined homotopy path of the non-convex nonlinear programming problem is proposed. The algorithm is based on the techniques of beta-cone neighborhood and a combined homotopy interior point method. The residual control criteria, which ensures that the obtained iterative points are interior points, is given by the condition that ensures the beta-cone neighborhood to be included in the interior part of the feasible region. The global convergence and polynomial complexity are established under some hypotheses.

• 出版日期2009-2-15
• 单位南京邮电大学