A globally convergent interior point algorithm for non-convex nonlinear programming

Authors:
Xiaona Fan
Affiliations:
College of Mathematics and Physics, Nanjing University of Posts and Telecommunications, Nanjing, Jiangsu, 210046, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2009

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Abstract

In this paper, a new algorithm for tracing the combined homotopy path of the non-convex nonlinear programming problem is proposed. The algorithm is based on the techniques of @b-cone neighborhood and a combined homotopy interior point method. The residual control criteria, which ensures that the obtained iterative points are interior points, is given by the condition that ensures the @b-cone neighborhood to be included in the interior part of the feasible region. The global convergence and polynomial complexity are established under some hypotheses.