浅谈序列二次规划方法及其相容性问题的处理

On Sequential Quadratic Programming and the Solution to Compatibility

讨论了序列二次规划方法解决约束优化问题的三类方法,Wilson方法,Wilson-Han方法和WHP方法,并针对SQP-信赖域子问题相容性提出了四种解决方案,从而在很大程度上避免了子问题相容性对算法带来的影响。

The paper discusses about the three methods to solve the problem of constrained optimization of sequential quadratic programming： Wilson Method. Wilson-Han Method and WHP Method. In addition, it puts forward four solutions as to the compatibility of SQP trust region subproblem, so as to avoid the influence on algorithm brought by the compatibility of subproblem.