Abstract
A numerical embedding method was proposed for solving the nonlinear optimization problem. By using the nonsmooth theory, the existence and the continuation of the following path for the corresponding homotopy equations were proved. Therefore the basic theory for the algorithm of the numerical embedding method for solving the non-linear optimization problem was established. Based on the theoretical results, a numerical embedding algorithm was designed for solving the nonlinear optimization problem, and prove its convergence carefully. Numerical experiments show that the algorithm is effective.
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Project supported by the National Natural Science Foundation of China (Grant No. 10271075) and the Science and Technology Develo** Foundation of Universities in Shanghai
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Tian, BF., Dai, YX., Meng, ZH. et al. A numerical embedding method for solving the nonlinear optimization problem. J. of Shanghai Univ. 7, 327–339 (2003). https://doi.org/10.1007/s11741-003-0005-z
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DOI: https://doi.org/10.1007/s11741-003-0005-z