The aggregate constraint homotopy method for nonconvex nonlinear programming (Q5946387)

The paper concerns a new homotopy equation \(H(x,y,t)=0\) providing homotopy paths \((x(t)\), \(y(t))\) which start from solutions \(x\) to the Slater system \(g_i(x)<0\) and approach solutions \(x\) to the Karush-Kuhn-Tucker system \(\nabla f(x)+\sum_{i=1}^{m}\lambda_i\nabla g_i(x)=0\), \(\lambda_ig_i(x)=0\), \(\lambda_i\geq 0\), \(g_i(x)\leq 0\). The construction is based on the aggregate function of \textit{X. S. Li} [J. Oper. Res. Soc. 42, 1003-1010 (1991; Zbl 0742.90070)]. It is expected that the method is more efficient and can be used to solve nonlinear programming problems with larger amount of constraints.