一种新的结合NCP函数的SQP滤子算法

One New Method of Filter SQP Method with NCP Function

对于SQP滤子算法,本文提出了一种新方法来构造滤子,目的是为了使滤子的接受条件更宽松,降低进行可行性恢复的机率.另外,本文通过一些数值例子对这种新算法进行了检验,事实证明这种算法是有效的.最后还证明这种算法具有超线性收敛性.

For the SQP-Filter algorithm, one new method of constructing filter is introduced in this paper. This new method makes entering the filter easier, and reduces the possibility of using feasibility restoration phase. The number of the point in the filter may be too large, so one strategy for dealing with this situation is presented. Moreover, experimental results show the effectiveness of the algorithm.We show this algorithm has superlinear convergence.