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)

zbMATH Keywords

embeddingaugmented Lagrangianparametric optimizationdifferentiable homotopy path

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3683374 (Why is no real title available?)
• scientific article; zbMATH DE number 3740680 (Why is no real title available?)
• A Complementary Pivoting Approach to Parametric Nonlinear Programming
• A Fixed Point Approach to Certain Convex Programs with Applications in Stochastic Programming
• A Theorem on Homotopy Paths
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• A quadratically-convergent fixed-point algorithm for economic equilibria and linearly constrained optimization
• An approach to nonlinear programming
• Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming
• 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
• Multiplier methods: A survey
• Simplicial and Continuation Methods for Approximating Fixed Points and Solutions to Systems of Equations
• Solution Fields of Nonlinear Equations and Continuation Methods
• The fixed point approach to nonlinear programming

Cited in

(3)

• scientific article; zbMATH DE number 3920222 (Why is no real title available?)
• Solving fixed-point problems with inequality and equality constraints via a non-interior point homotopy path-following method
• scientific article; zbMATH DE number 4089334 (Why is no real title available?)

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