Solving nonconvex nonlinear programming problems via a new aggregate constraint homotopy method

DOI10.1016/j.na.2010.06.032zbMath1210.65119OpenAlexW2042022708MaRDI QIDQ988146

Menglong Su, Jian Wang, Bo Yu

Publication date: 26 August 2010

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2010.06.032

zbMATH Keywords

numerical examplesnonlinear programmingcomputational efficiencyKarush-Kuhn-Tucker conditionspredictor-corrector algorithmsaggregate constraint homotopy methodEuler-Newton procedure

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Complexity and performance of numerical algorithms (65Y20)

Related Items (2)

Global convergence analysis of the aggregate constraint homotopy method for nonlinear programming problems with both inequality and equality constraints ⋮ Zero duality gap in surrogate constraint optimization: a concise review of models

Cites Work

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• Nondifferential optimization via adaptive smoothing
• An Aggregate Constraint Method for Non-Linear Programming
• Finding Zeroes of Maps: Homotopy Methods That are Constructive With Probability One
• Existence of an interior pathway to a Karush-Kuhn-Tucker point of a nonconvex programming problem
• The aggregate constraint homotopy method for nonconvex nonlinear programming

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