Solving inequality constrained optimization problems by differential homotopy continuation methods (Q1117143)
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scientific article; zbMATH DE number 4091193
| Language | Label | Description | Also known as |
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| English | Solving inequality constrained optimization problems by differential homotopy continuation methods |
scientific article; zbMATH DE number 4091193 |
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Solving inequality constrained optimization problems by differential homotopy continuation methods (English)
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1988
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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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embedding
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differentiable homotopy path
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parametric optimization
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augmented Lagrangian
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