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ABSTRACT

The exponentially convergent scalar homotopy algorithm for solving the nonlinear optimization problems

by Chung-Lun Kuo, Chein-Shan Liu, Jiang-Ren Chang

The International Conference on Computational & Experimental Engineering and Sciences 2011, 19(2), 35-36. https://doi.org/10.3970/icces.2011.019.035

Abstract

In this study, the exponentially convergent scalar homotopy algorithm (ECSHA) is proposed to solve the nonlinear optimization problems under equality and inequality constraints. The Kuhn-Tucker optimality conditions associated with NCP-functions are adopted to transform the nonlinear optimization problems into a set of nonlinear algebraic equations. Then the ECSHA is used to solve the resultant nonlinear equations. The proposed scheme keeps the merit of the conventional homotopy method, such as global convergence, but the inverse of the Jacobian matrix is avoid with the aid of the scalar homotopy function. Several numerical examples are provided to demonstrate the efficiency of the proposed algorithm. The proposed scheme performs exponentially convergence behavior and achieves a very accurate result of the minimum of the goal function.

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APA Style
Kuo, C., Liu, C., Chang, J. (2011). The exponentially convergent scalar homotopy algorithm for solving the nonlinear optimization problems. The International Conference on Computational & Experimental Engineering and Sciences, 19(2), 35-36. https://doi.org/10.3970/icces.2011.019.035
Vancouver Style
Kuo C, Liu C, Chang J. The exponentially convergent scalar homotopy algorithm for solving the nonlinear optimization problems. Int Conf Comput Exp Eng Sciences . 2011;19(2):35-36 https://doi.org/10.3970/icces.2011.019.035
IEEE Style
C. Kuo, C. Liu, and J. Chang, “The exponentially convergent scalar homotopy algorithm for solving the nonlinear optimization problems,” Int. Conf. Comput. Exp. Eng. Sciences , vol. 19, no. 2, pp. 35-36, 2011. https://doi.org/10.3970/icces.2011.019.035



cc Copyright © 2011 The Author(s). Published by Tech Science Press.
This work is licensed under a Creative Commons Attribution 4.0 International License , which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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