摘要
本文研究求解非线性约束优化问题.利用多方向并行方法,提出了一个新的强次可行模松弛序列二次规划(SQP)算法.数值试验表明,迭代次数和计算时间少于只取单一参数的传统算法.
In this paper,we aim to solve nonlinear constrained optimization.By making use parallel multiple directions method,a new strongly sub-feasible norm-relaxed sequential quadratic programming（SQP）algorithm is proposed,and numerical results show that the number of iterations and the computational time are obviously less than the traditional algorithm with single parameter.
出处
《数学杂志》
CSCD
北大核心
2012年第3期535-539,共5页
Journal of Mathematics
基金
国家自然科学基金(71061002)
数学天元基金(11126341)
广西自然科学基金(2010GXNSFB013047)
关键词
并行计算
多方向
强次可行
模松弛
序列二次规划
parallel computing
multiple directions
strongly sub-feasible
norm-relaxed
sequential quadratic programming
