摘要
本文针对非线性规划给出了一种修改的带NCP函数的信赖域滤子SQP算法,主要的修改之处是用NCP函数替代了滤子中约束违反度函数,而且进一步证明了这种修改的算法同样具有全局收敛性.
A modified method of trust region SQP-filter with NCP function is pre- sented for nonlinear programming.The main modification consists of using a new function named NCP function instead of the constraint violation function in the filter.Moreover,it is shown that the modified algorithm also has the globally convergent property.
出处
《应用数学与计算数学学报》
2007年第2期42-48,共7页
Communication on Applied Mathematics and Computation
基金
国家自然科学基金(10571137)资助