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

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 β -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 β -cone neighborhood to be included in the interior part of the feasible region. The global convergence and polynomial complexity are established under some hypotheses.