A Comparison of Normal Cone Conditions for Homotopy Methods for Solving Inequality Constrained Nonlinear Programming Problems

Abstract

Homotopy methods are powerful tools for solving nonlinear programming. Their global convergence can be generally established under conditions of the nonemptiness and boundness of the interior of the feasible set, the Positive Linear Independent Constraint Qualification (PLICQ), which is equivalent to the Mangasarian-Fromovitz Constraint Qualification (MFCQ), and the normal cone condition. This paper provides a comparison of the existing normal cone conditions used in homotopy methods for solving inequality constrained nonlinear programming.