A homotopy interior point method for semi-infinite programming problems
文献类型：期刊论文
| 作者 | Liu, Guo-xin |
| 刊名 | JOURNAL OF GLOBAL OPTIMIZATION
 |
| 出版日期 | 2007-04-01 |
| 卷号 | 37期号:4页码:631-646 |
| 关键词 | semi-infinite programming first-order necessary optimality condition homotopy method global convergence |
| ISSN号 | 0925-5001 |
| DOI | 10.1007/s10898-006-9077-1 |
| 英文摘要 | This paper presents a homotopy interior point method for solving a semi-infinite programming (SIP) problem. For algorithmic purpose, based on bilevel strategy, first we illustrate appropriate necessary conditions for a solution in the framework of standard nonlinear programming (NLP), which can be solved by homotopy method. Under suitable assumptions, we can prove that the method determines a smooth interior path Gamma(w(0)) subset of (X-0 x Y-0) x R++ x R-++(1) x (0, 1] from a given interior point w((0)) is an element of (X-0 x Y-0) x R++ x R-++(1) to a point w*, at which the necessary conditions are satisfied. Numerical tracing this path gives a globally convergent algorithm for the SIP. Lastly, several preliminary computational results illustrating the method are given. |
| 语种 | 英语 |
| WOS记录号 | WOS:000244455100009 |
| 出版者 | SPRINGER |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/4694]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Liu, Guo-xin |
| 作者单位 | 1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Acad Math & Syst Sci, Beijing 100080, Peoples R China 2.Jilin Univ, Sch Math, Changchun 130012, Peoples R China |
| 推荐引用方式 GB/T 7714 | Liu, Guo-xin. A homotopy interior point method for semi-infinite programming problems[J]. JOURNAL OF GLOBAL OPTIMIZATION,2007,37(4):631-646. |
| APA | Liu, Guo-xin.(2007).A homotopy interior point method for semi-infinite programming problems.JOURNAL OF GLOBAL OPTIMIZATION,37(4),631-646. |
| MLA | Liu, Guo-xin."A homotopy interior point method for semi-infinite programming problems".JOURNAL OF GLOBAL OPTIMIZATION 37.4(2007):631-646. |
入库方式： OAI收割
来源：数学与系统科学研究院
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