DocumentCode :
547346
Title :
A method to construct a quasi-normal cone for non-convex and non-smooth set and its applications
Author :
Hongwei, Li
Author_Institution :
Coll. of Econ. & Manage., Shandong Univ. of Sci. & Technol., Qingdao, China
Volume :
3
fYear :
2011
fDate :
10-12 June 2011
Firstpage :
413
Lastpage :
417
Abstract :
It has proved that non-convex optimization with the feasible set satisfying quasi-normal cone condition (QNCC) can be solved by the method of Homotopy Interior Point (HIP) Method with global convergence under the hypothesis that a quasi-normal cone has been constructed. But how to construct the quasi-normal cone for a general non-convex set is very difficult and there is no uniform and efficient method to do it. In this paper, we give a method to construct a quasi-normal cone for a class of sets satisfying QNCC, and construct HIP function and realize the HIP method algorithms. And we prove it is available by the numerical example at the same time.
Keywords :
concave programming; set theory; homotopy interior point method; nonconvex optimization; nonconvex set; nonsmooth set; quasinormal cone condition; Convergence; Convex functions; Economics; Hip; Optimization; Prediction algorithms; Programming; Aggregated function; Homotopy interior point (HIP) Method; Non-convex optimization; Positive irrelative map; Quasi-normal cone condition (QNCC);
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Computer Science and Automation Engineering (CSAE), 2011 IEEE International Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-8727-1
Type :
conf
DOI :
10.1109/CSAE.2011.5952709
Filename :
5952709
Link To Document :
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