同伦内点方法求解无界域上的非线性规划问题

摘要

Feng guochen et. al proposed a homotopy interior point method to solve a class of nonlinear programming problems by requiring the boundedness of the feasible set. It was also conjectured that the result may be generalized to unbounded sets. In this paper, an unbounded condition is presented, under which we are able to resolve the conjecture partially. Two numerical examples are given to illustrate the effectiveness of the results.%冯果忱等人提出了同伦内点方法,在可行域有界的条件下求解一类非线性规划问题.并且还猜想此结果能够推广到无界可行域上.本文提出1个无界性条件,在此基础上,部分解决了该猜想.最后给出2个数值例子来进一步验证结果的有效性.