摘要
提出求解一般等式和不等式约束优化问题的SQP算法,在适当的假设条件下,证明算法具有全局收敛和超线性收敛速度.数值试验表明该算法是有效的.
In this paper,an SQP(sequential quadratic programming) method is presented to solve general equality and inequality constraints.Under some suitable assumptions,we prove that the algorithm has global convergence property and super-linear convergence rate.Numerical simulation results show that the method described in this paper is effective.
出处
《西南大学学报(自然科学版)》
CAS
CSCD
北大核心
2012年第1期34-38,共5页
Journal of Southwest University(Natural Science Edition)
基金
广西省自然科学基金资助项目(0728206)
广西区"十一五"教改工程项目(GX06066)
关键词
一般约束优化
SQP算法
积极集
全局收敛
超线性收敛性
general constrained optimization
SQP algorithm
active set
global convergence
superlinear convergence