一个解不等式约束优化问题的初始点任意而不需罚函数的SQP算法(英文)

An SQP Algorithm without Penalty Function for Inequality Constrained Optimization Problems with Arbitrary Initial Point

本文构造了一解不等式约束优化问题的非单调SQP方法 ,与类似的算法比较 ,它有以下特点 :( 1 )初始点任意 ,并不用罚函数 ;( 2 )有限步后必产生可行点 ;( 3)在每次迭代 ,只需解一个二次规划子问题 ;( 4)不需要严格互补条件 ,在较弱的条件下 ,算法超线性收敛 .

In the paper,a SQP algorithm with nonmonotone search is presented for inequality constrained optimization.Compared with the similar algorithms,it has the following features:1.The initial point is arbitrary and it doesn t use penalty function;2.After finite interations,it must produce feasible point sequence.3.At every iteration the algorithm solves only one quadratic subproblem.4.Under milder assumptions,without strict complementary condition,the algorithm is locally superlinearly convergent.