TY  - EJOU
AU  - Kuo, Chung-Lun  
AU  - Liu, Chein-Shan  
AU  - Chang, Jiang-Ren  

TI  - The exponentially convergent scalar homotopy algorithm for solving the nonlinear optimization problems
T2  - The International Conference on Computational \& Experimental Engineering and Sciences

PY  - 2011
VL  - 19
IS  - 2
SN  - 1933-2815

AB  - 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.
KW  - 

DO  - 10.3970/icces.2011.019.035