对含不等式约束的优化问题,构造一个新的同伦方程,与牛顿法相结合得到一个组合同伦牛顿算法,最后给出了该算法的全局线性收敛性的证明。 For the optimization problem with inequality constraints, this paper constructs a new homotopy equation which with the Newton’s method to get a combined homotopy Newton algorithm. The global linear convergence of the algorithm is proved at the end.
组合同伦,凸非线性规划,全局收敛性,牛顿法, Combined Homotopy Convex Nonlinear Programming Global Convergence Newton Method组合同伦法求不等式约束问题
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