在弱拟法锥条件下,应用组合同伦内点算法求解非凸优化问题.针对所构造的同伦方程,证明了同伦内点算法对于可行域某个子集中几乎所有的点,同伦路径存在,并且同伦路径收敛于非凸优化问题的K-K-T点.
n this paper,we solve the non-convex programming problem with the homotopy interior method for the constructed homotopy equation.For almost all the point in some feasible subset,the existence of the homotopy path is proved and the homotopy path converges to the K-K-T point of the non-convex programming problem.