Solving nonlinear programming problems via a homotopy continuation method under three unbounded conditions (Q1009623)

The authors consider the nonlinear programming problem (NLP) \(\min f(x)\) subject to \(g_i(x) \leq 0\), \(i=1,\dots, m\), where \(f: \mathbb{R}^n \rightarrow \mathbb{R}\) and \(g_i:\mathbb{R}^n \rightarrow \mathbb{R}\), \(i=1,\dots, m\), are three times continuously differentiable functions. In \textit{G. C. Feng, Z. H. Lin} and \textit{B. Yu} [Nonlinear Anal., Theory Methods Appl. 32, 761-768 (1998; Zbl 1060.90692)], the authors constructed a homotopy continuation method to study problem (NLP), and they proved the global convergence of the homotopy continuation method requiring the boundedness of the feasible set. In this paper, the boundedness of the feasible set is removed obtaining also the global convergence results for the homotopy method.