本文研究了拟法锥条件下的约束序列极大极小问题,利用凝聚函数把目标函数及部分约束条件进行带参数的磨光,再利用同伦方法在拟法锥条件下,构造性地证明了广义K-K-T方程解的存在性,并且对几乎所有的可行域内点作为初值,凝聚同伦内点法生成的同伦路径以广义K-K-T方程的解为极限点.
In this paper,the constrained sequential max-min problems are considered.The objective function and partial constraint functions are smoothed by using aggregate function, then the existence of the generalized K-K-T point under quasi-normal cone condition is constructively proved based on the homotopy method.For almost all the interior points in the feasible region,the homotopy path generated with aggregated homotopy interior point method converges to the generalized K-K-T point.