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)

Review text

A nonlinear optimization problem is investigated by the well-known concept of embedding. A systematic approach is presented for constructing a differentiable homotopy path which approximates a path of Kuhn-Tucker points of the corresponding parametric optimization problem. The approximating system is motivated by the augmented Lagrangian method for solving nonlinear optimization problems.

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Cites work

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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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