摘要
本文研究了SQP算法中保持矩阵正定性的方法.利用Li-Fukmshima提出的求解无约束问题的修正BFGS(MBFGS)公式,提出了求解等式约束问题的SQP算法.证明了若在问题的解处二阶充分条件成立,则相应的SQP算法具有2-一步超线性收敛性.
In this paper,we are concerned with the method of keeping th e matric to be positive definite in SQP algorithm.Based on a modified BFGS updat e formula proposed by Li and Fukmshima,we propose a modified BFGS method for sol ving equality constrained optimization.We prove that if the second order suffici ent conditions hold at a solution of the problem,then the method is 2-step super linear convergent.
出处
《数学理论与应用》
2005年第2期87-90,共4页
Mathematical Theory and Applications
