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Modern homotopy methods in optimization. (English) Zbl 0693.65046
Authors’ summary: Probability-one homotopy methods are a class of algorithms for solving nonlinear systems of equations that are accurate, robust, and converge from an arbitrary starting point almost surely. These new techniques have been successfully applied to solve Brouwer fixed point problems, polynomial systems of equations, and discretizations of nonlinear two-point boundary value problems based on shooting, finite differences, collocation and finite elements. This paper summarizes the theory of globally convergent homotopy algorithms for unconstrained and constrained optimization, and gives some examples of actual application of homotopy techniques to engineering optimization problems.
Reviewer: E.Allgower

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
65H10 Numerical computation of solutions to systems of equations
Full Text: DOI
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