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一个使用增广拉格朗日函数的改进的SQP算法

An Improvement SQP Algorithm by Using Augmented Lagrangian Function
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摘要 通过引进一个辅助参数改变二次子规划的约束形式,使子问题总存在最优解.使用一个可微增广拉格朗日函数作为效益函数来确定步长,避免了Maratos效应. The subproblem always has optimnl solution with an auxiliary parameter being used to change the constraints' form of the quadratic subprogramming, We modify the search direction to avoid the Maratos effect by using an augmented Lagrangian function to determine the step length.
出处 《数学的实践与认识》 CSCD 北大核心 2007年第17期105-111,共7页 Mathematics in Practice and Theory
基金 运城学院科研项目资助(2005209)
关键词 增广拉格朗日函数 效益函数 Maratos效应 augmented lagrangian function merit function maratos effect
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参考文献8

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