| 一种求解带不等式约束优化问题的新滤子SQP算法 |
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| 引用本文： | 薛文娟,;沈春根. 一种求解带不等式约束优化问题的新滤子SQP算法[J]. 新乡学院学报(自然科学版), 2008, 0(3): 3-5 |
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| 作者姓名： | 薛文娟, 沈春根 |
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| 作者单位： | [1]上海电力学院数理系,上海200090; [2]上海金融学院应用数学系,上海201209; [3]同济大学数学系,上海200092 |
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| 基金项目： | 上海市科委资助项目（项目编号：071605123）. |
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| 摘 要： | 介绍了一种线搜索滤子SQP算法，在适当的条件下证明了它的全局收敛性。该算法无需使用罚函数作为价值函数，也不需要可行性恢复阶段，对滤子接受条件有所改进，使其更容易接受好的迭代步，数值结果表明它是非常的。
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| 关 键 词： | 非线性规划 SQP 线搜索 滤子 全局收敛性 |
A New Filter SOP Algorithm for Inequality Constrained Optimization |
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| Affiliation: | XUE Wen-juan, SHEN Chun-gen (1. Department of Mathematics and Physics, Shanghai University of Electric Power, Shanghai 200090,China;2. Department of Applied Mathematics, Shanghai Finance University, Shanghai 201209, China; 3. Department of Mathematics, Tongji University, Shanghai 200092, China) |
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| Abstract: | The paper introduces a new filter SQP algorithm based on line search technique. This algorithm uses neither a penalty function nor a restoration phase. The global convergence is proved under some mild conditions. We do some improvement of the acceptance conditions of the line search filter so that the trial steps can be accepted easily. Numerical results are presented that confirm the robustness of our algorithm. |
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| Keywords: | NLP SQP line search filter global convergence |
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