The aggregate constraint homotopy method for nonconvex nonlinear programming
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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.
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Cited in
(18)- The flattened aggregate constraint homotopy method for nonlinear programming problems with many nonlinear constraints
- Flattened aggregate function method for nonlinear programming with many complicated constraints
- Strong convergence on the aggregate constraint-shifting homotopy method for solving general nonconvex programming
- A comparison of normal cone conditions for homotopy methods for solving inequality constrained nonlinear programming problems
- Zero duality gap in surrogate constraint optimization: a concise review of models
- A homotopy method for nonlinear second-order cone programming
- A spline smoothing homotopy method for nonconvex nonlinear programming
- An aggregate homotopy interior-point method for general nonlinear programming problems
- An aggregate homotopy interior-point method for a class of nonsmooth constrained optimization problems
- Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints
- scientific article; zbMATH DE number 5307347 (Why is no real title available?)
- An Aggregate Constraint Method for Non-Linear Programming
- Truncated aggregate homotopy method for nonconvex nonlinear programming
- An aggregate deformation homotopy method for min-max-min problems with max-min constraints
- A spline smoothing homotopy method for nonlinear programming problems with both inequality and equality constraints
- A combined homotopy interior point method for the linear complementarity problem
- A truncated aggregate smoothing Newton method for minimax problems
- Solving nonconvex nonlinear programming problems via a new aggregate constraint homotopy method
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