利用同伦方法求解无约束非凸优化问题,证明了在同伦映射为正则映射的条件下,选取合适的同伦方程,当算法可以排除鞍点时,同伦方法一定收敛到局部极小解,而非极大解.
In this paper, a homotopy method is used to solve unconstrained nonconvex programming problems. It proves that, when the homotopy map is a regular map, after are saddle points eliminated in the homotopy algorithm,it must converge to a local minimum by choosing proper homotopy equation.