Solving the Karush-Kuhn-Tucker system of a nonconvex programming problem on an unbounded set (Q2518117)

A combined interior point homotopy method is considered for solving the nonconvex and nonlinear programming problem min \(f(x)\) such that \(g_i(x)\leq 0, ~ i=1, 2, \dots, m\). Here \(f(x), ~g_i(x),~i=1, \dots, m\) are smooth functions in \(\mathbb R^n\). The homotopy is constructed for the Karush-Kuhn-Tucker system. For an unbounded feasible set the authors establish existence and boundedness of a homotopy path under additional assumptions. Sample examples are used to illustrate the ideas.