摘要
用filter方法取代罚函数进行线性搜索,又利用序列线性方程组获得搜索方向,使得迭代点能够保证目标函数或约束函数充分下降,在一定假设条件下可以收敛到原问题的最优解。
A filter method has been developed which advoids using a penalty parameter to perform linear search. The search direction has been got by Sequential Systems of Linear Equations. The aim is allows a step to be accepted if it reduces either the objective function or the constraint violation function.It proved to be converged to a KKT point under mild conditions.
出处
《科技视界》
2015年第24期30-30,共1页
Science & Technology Vision
基金
山东工商学院青年科研基金(2013QN053)
关键词
序列线性方程组
罚函数
收敛性
Sequential Systems of Linear Equations
Penalty function
Convergence
