约束优化问题稳定序列二次规划方法研究综述

An Overview of the Researches on Stabilized Sequential Quadratic Programming Methods for Constrained Optimization Problems

稳定序列二次规划(sSQP)方法由于在求解病态或退化约束优化问题获得理论与数值的突破性进展而备受关注,重要成果频繁问世.本文对近期国际上若干重要sSQP方法及其思想进行概述,包括罚函数型sSQP方法,滤子型sSQP方法和非精确恢复(IR)型sSQP方法等,并对约束优化问题sSQP方法的进一步研究进行探索性思考.

T h e stabilized sequential quadratic p r o g r a m m i n g(s S Q P)m e t h o d s attract great attentionwith respect to the theoretical a n d numerical breakt h r o u g h for solving ill-posed or degenerateconstrained optimization p r o b l e m s,a n d m a n y important references about s S Q P m e t h o d sw e r e published.T h i s paper gives an overview o n s o m e important s S Q P m e t h o d s,w h i c h m a inlyinclude penalty function type s S Q P m e t h o d s?filter type s S Q P m e t h o d s a n d inexact restoration(IR)type s S Q P m e t h o d s,a n d a f e w exploratory considerations for further study o n s S Q Pm e t h o d s are given.