摘要
利用序列二次规划来求解非线性规划问题,并且引进滤子概念.在算法中,每次迭代分成可行阶段和最优化阶段,在可行阶段,减小不可行性的某种度量;在最优阶段,减小增广La-grange函数值.在一些弱的条件下,证明了算法的全局收敛性.
The solution of nonlinear programming problems by a SQP algorithm is consid- ered and a new concept of filter is introduced. In this algorithm,each iteration is composed of a feasibility phase, which reduces a measure of infeasibility, and an optimality phase, which reduces the augmented Lagrange function. Based on some assumptions,the global convergence is proved.
出处
《太原师范学院学报（自然科学版）》
2009年第2期24-28,共5页
Journal of Taiyuan Normal University:Natural Science Edition
基金
山西省自然科学基金资助(20051009)
关键词
逐步二次规划
滤子
全局收敛性
sequential quadratic programming
filter
global convergence
