摘要
本文对不等式优化问题提出了一个修正的序列二次规划算法（ＳＱＰ）．该算法适用于退化问题—积极约束梯度线性相关且严格互补条件不成立，并且算法是可行的，具有整体收敛与超线性收敛性．
In this paper, a modified sequential quadratic program (SQP) for inequality constrained optimization problems is presented. The algorithm is suitable for the degenerate cases, i.e., cases where the independence of the active constraint gradients and the strict complementary condition fail to hold, and it is feasible and globally and superlinearly convergent.
出处
《系统科学与数学》
CSCD
北大核心
2001年第3期257-263,共7页
Journal of Systems Science and Mathematical Sciences
基金
国家自然科学基金
