非凸非光滑集拟正圆锥的构造方法及其应用

L. Hongwei
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引用次数: 0

摘要

证明了在拟正锥构造的假设下,用具有全局收敛性的同伦内点法求解具有满足拟正锥条件的可行集的非凸优化问题。但是如何构造一般非凸集的拟正法锥是一个非常困难的问题,目前还没有统一有效的方法。本文给出了一类满足QNCC的集的拟正规锥的构造方法,构造了HIP函数并实现了HIP方法算法。同时通过数值算例证明了该方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A method to construct a quasi-normal cone for non-convex and non-smooth set and its applications
It has proved that non-convex optimization with the feasible set satisfying quasi-normal cone condition (QNCC) can be solved by the method of Homotopy Interior Point (HIP) Method with global convergence under the hypothesis that a quasi-normal cone has been constructed. But how to construct the quasi-normal cone for a general non-convex set is very difficult and there is no uniform and efficient method to do it. In this paper, we give a method to construct a quasi-normal cone for a class of sets satisfying QNCC, and construct HIP function and realize the HIP method algorithms. And we prove it is available by the numerical example at the same time.
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