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一类全局收敛的线搜索滤子算法 被引量：1

A Line Search Filter Algorithm with Global Convergence
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摘要 提出一类求解非线性规划问题的新的线搜索滤子方法。Lagrangian函数的梯度范数被引用到新方法的不可行测度中,可以加快收敛速度。在较温和的假设下,算法能搜索到的极限点中至少有一个为稳定点。最后,列出一些数值的计算结果。 In this paper,a new line search filter algorithm for general nonlinear programming problems is presented.Norm of the gradient of the Lagrangian function is used in an infeasibility measure,which allows faster convergence.Under mild assumptions,there exists at least one limit point that is a stationary point for the problem under consideration.Preliminary computational results are reported.
作者 刘美玲
机构地区 上海电机学院数理教学部
出处 《上海电机学院学报》 2014年第4期234-239,共6页 Journal of Shanghai Dianji University
基金 上海高校青年教师培养计划资助(ZZSDJ13008) 上海电机学院基础学科资助(13XKJC01)
关键词 非线性规划 滤子 线搜索 全局收敛 nonlinear programming filter line search global convergence
分类号 O221.2 [理学—运筹学与控制论]
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参考文献15

  • 1Fletcher R, Leyffer S. Nonlinear programming without a penalty function[J]. Mathematical Pro- gramming,2002,91(2) : 239-269.
  • 2Fletcher R, Gould N I M, Leyffer S, et al. Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming[J]. SIAM Jour- nal on Optimization,2002,13(3) : 635-659.
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  • 6Wang Zhujun, Zhu Detong. A reduced Hessian algo- rithm with line search filter method for nonlinear programming[J]. Applied Mathematics and Compu- tation,2011,217(19) : 7679-7691.
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  • 1MANZIE C,PALANISWAMI M,RALPH D, et al. Model predictive control of a fuel injection system with a radial basis function network observer[J]. Journal of dynamic systems, measurement, and control, 2002, 124 (4): 648-658.
  • 2WANG S, YU D, YU D. Compensation for unmatched uncer- tainty with adaptive RBF network[J]. International Journal of Engineering, Science and Technology, 2011, 3 (6) : 35- 43.
  • 3WANG S,YU D, GOMM J, et al. Adaptive neural network model based predictive control of an internal combustion en- gine with a new optimization algorithm [J].Proceedings of the Institution of Mechanical Engineers, Part D: Journal of Automobile Engineering, 2006, 220 (2): 195-208.

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上海电机学院学报
2014年 第4期

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