| 一个不等式约束问题的SQP方法及其收敛性 |
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| 引用本文： | 解才先,朱宁.一个不等式约束问题的SQP方法及其收敛性[J].汕头大学学报(自然科学版),2010,25(1):17-23. |
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| 作者姓名： | 解才先 朱宁 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院,广西,桂林,541004 |
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| 摘 要： | 提出一个关于不等式约束问题的SQP算法,其效益函数为非可微精确罚函数,罚因子具有自动调节性.通过求解一辅助线性方程组,获得二阶修正步,并利用弧式搜索,建立了问题的一个可行下降算法.在一定的假设条件下,证明了算法是全局收敛的,并且具有超线性收敛速度.
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| 关 键 词： | SQP方法 弧式搜索 非可微精确罚函数 全局收敛性 超线性收敛性 |
A SQP Method for Inequality Constrained Optimization and Its Convergence |
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| XIE Cai-xian,ZHU Ning.A SQP Method for Inequality Constrained Optimization and Its Convergence[J].Journal of Shantou University(Natural Science Edition),2010,25(1):17-23. |
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| Authors: | XIE Cai-xian ZHU Ning |
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| Institution: | XIE Cai-xian,ZHU Ning(School of Mathematics , Computing Science,Guilin University of Electronic Technology,Guilin 541004,Guangxi,China) |
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| Abstract: | In this paper,a SQP method,in which the merit function is nondifferentiable exact penalty function,is presented to solve inequality constraint.The penalty is adjusted automatically.The arc search and the second order correction,which is obtained by solving an auxiliary linear equation system,are used to obtain a feasible descent algorithm.Under some suitable assumptions,it is proved that the convergence of the algorithm is global as well as superlinear. |
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| Keywords: | SQP method arc search nondifferentiable exact penalty function global convergence superlinear convergence |
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