Solving inequality constrained optimization problems by differential homotopy continuation methods

DOI10.1016/0022-247X(88)90369-1MaRDI QIDQ1117143zbMATH OpenFDO

Authors Masao Fukushima

Publication date 1988

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-247X(88)90369-1

zbMATH Keywords

augmented Lagrangiandifferentiable homotopy pathembeddingparametric optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical computation of solutions to systems of equations (65H10) Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• A Complementary Pivoting Approach to Parametric Nonlinear Programming
• A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming
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• Comparative computer results of a new complementary pivot algorithm for solving equality and inequality constrained optimization problems
• Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One
• Homotopies for computation of fixed points
• Homotopies for computation of fixed points on unbounded regions
• scientific article; zbMATH DE number 3683374 (Why is no real title available?)
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• Multiplier methods: A survey
• Simplicial and Continuation Methods for Approximating Fixed Points and Solutions to Systems of Equations
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• The fixed point approach to nonlinear programming

Cited in

(4)

• Solving fixed-point problems with inequality and equality constraints via a non-interior point homotopy path-following method
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• On the solution of Nonlinear Programming Problems with Equality Constraints Via Continuation Using Special LU Factorization

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