An aggregate deformation homotopy method for min-max-min problems with max-min constraints

作者：Xiong, Hui-juan^*; Yu, Bo

来源：Computational Optimization and Applications, 2010, 47(3): 501-527.

DOI：10.1007/s10589-008-9229-y

• Nonsmooth optimization
• Min-max-min problem
• Aggregate function
• Homotopy method

In this paper, the constrained min-max-min problem, which is an essentially nonsmooth and nonconvex problem, is considered. Based on a twice aggregate function with a modification, an aggregate deformation homotopy method is established. Under some suitable assumptions, a smooth path from a randomly given point to a solution of the generalized KKT system is proven to exist. By numerically tracing the smooth path, a globally convergent algorithm for some solution of the problem is given. Some numerical results are given to show the feasibility of the method.

• 出版日期2010-11
• 单位大连理工大学