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Smooth homotopies for mathematical programming. (English) Zbl 0634.90069

Parametric optimization and related topics, Int. Conf., Plaue/GDR 1985, Math. Res. 35, 302-315 (1987).
Summary: [For the entire collection see Zbl 0619.00012.]
In the most papers where homotopy approaches for solving mathematical programming problems are described one imbeds the original problem into a one-parametric family of mathematical programming problems and follows the curve of Kuhn-Tucker points of this one-parametric family of problems. This contribution is based on an alternative homotopy approach, which consists in solving necessary optimality conditions using a homotopy approach. More precisely, the methods of one-parametric transformation functions (barrier and penalty) are modified and the obtained homotopy methods for finding Kuhn-Tucker points are discussed.

MSC:

90C30 Nonlinear programming
65H10 Numerical computation of solutions to systems of equations
65K05 Numerical mathematical programming methods

Citations:

Zbl 0619.00012