摘要
提出一种带滤子的QP-free非可行域方法,用来解满足不等式约束的非线性规划问题.此方法通过乘子函数和4-1线性互补函数构造一个等价于原约束问题的一阶KKT条件的非光滑方程组,并在此基础上给出解这个方城组的迭代算法.这个方法的每一步迭代都可以看作是对求KKT条件解的牛顿或拟牛顿迭代的扰动,在线性搜索时我们用到滤子方法.这个方法是可实行的且具有全局性,并且在适当的条件下我们还可以得到此方法的超线性收敛性.
A filter QP-free infeasible method is proposed for minimizing a function subject to smooth inequality constraints. This iterative method is based on the solution of nonsmooth equations which are obtained by the multiplier and some NCP functions for the KKT first-order optimality conditions. Locally, each iteration of this method can be viewed as a perturbation of a Newton or quasi-Newton iteration on both the primal and dual variables for the solution of the KKT optimality conditions. The filter is also used in linear search. This method is implementable and globally convergent, which proves that the method has superlinear convergence rate under sortie mild conditions,
出处
《昆明理工大学学报（理工版）》
2007年第5期118-121,共4页
Journal of Kunming University of Science and Technology(Natural Science Edition)
基金
国家自然科学基金资助项目(项目编号:10571137
10371089)
