In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of s...In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.展开更多
A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization pro...A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.展开更多
为快速实现波达方向角(DOA:Direction Of Arrival)的精确估计,提出了应用序列二次规划(SQP:Sequence Quadratic Program)的最大似然DOA估计算法。给出了用于DOA估计的最大似然函数,将参数估计问题转化为非线性函数优化问题;并利用SQP优...为快速实现波达方向角(DOA:Direction Of Arrival)的精确估计,提出了应用序列二次规划(SQP:Sequence Quadratic Program)的最大似然DOA估计算法。给出了用于DOA估计的最大似然函数,将参数估计问题转化为非线性函数优化问题;并利用SQP优化算法对似然函数的求解进行优化,得到DOA的估计值。仿真结果表明,该算法可用较少的计算时间实现对似然函数的优化求解,同时保留了最大似然估计的渐进无偏估计性能,与遗传算法、粒子群算法相比,不仅具有更快的寻优速度,而且具有更高的收敛精度。展开更多
基金supported by the National Natural Science Foundation of China (Nos.10501009,10771040)the Natural Science Foundation of Guangxi Province of China (Nos.0728206,0640001)the China Postdoctoral Science Foundation (No.20070410228)
文摘In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
文摘A mechanism for proving global convergence in filter-SQP （sequence of quadratic programming） method with the nonlinear complementarity problem （NCP） function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
文摘为快速实现波达方向角(DOA:Direction Of Arrival)的精确估计,提出了应用序列二次规划(SQP:Sequence Quadratic Program)的最大似然DOA估计算法。给出了用于DOA估计的最大似然函数,将参数估计问题转化为非线性函数优化问题;并利用SQP优化算法对似然函数的求解进行优化,得到DOA的估计值。仿真结果表明,该算法可用较少的计算时间实现对似然函数的优化求解,同时保留了最大似然估计的渐进无偏估计性能,与遗传算法、粒子群算法相比,不仅具有更快的寻优速度,而且具有更高的收敛精度。
