求解一类非线性规划的连续同伦方法

摘要

In this paper we present a homotopy continuation method for finding the Karush-Kuhn-Tucker point of a class of nonlinear non-convex programming problems.Two numerical examples are given to show that this method is effective. It should be pointed out that we extend the results of Linet al (see Appl. Math. Comput.,80(1996), 209-224) to a broader class of non-convex programming problems.