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等式约束优化问题SQP算法的超线性收敛充要条件
引用本文:胡运红,潘美芹. 等式约束优化问题SQP算法的超线性收敛充要条件[J]. 山东科技大学学报(自然科学版), 2006, 25(3): 96-99
作者姓名:胡运红  潘美芹
作者单位:运城学院,数学系,山西,运城,044000;山东科技大学,信息科学与工程学院,山东,青岛,266510
摘    要:
对于等式约束问题,Boggs,Tolle和Wang三人将Dennis,Mo埏的求解无约束优化问题的类似结果加以推广,得到了SQP算法超线性收敛的一个极为重要的充要条件。许多研究学者又作了的改进,进一步减弱假设条件,得到了同样的等式约束问题的SQP算法超线性收敛的充要条件。

关 键 词:SQP算法  等式约束问题  超线性收敛  充要条件
文章编号:1672-3767(2006)03-0096-04
收稿时间:2006-01-10
修稿时间:2006-01-10

Sufficient and Essential Conditions of Super-linear Convergence for SQP Algorithm in Equality Constrained Optimization Problem
HU Yun-hong,PAN Mei-qin. Sufficient and Essential Conditions of Super-linear Convergence for SQP Algorithm in Equality Constrained Optimization Problem[J]. Journal of Shandong Univ of Sci and Technol: Nat Sci, 2006, 25(3): 96-99
Authors:HU Yun-hong  PAN Mei-qin
Affiliation:1. Dept. of Math. , Yuneheng College,Yuneheng, Shanxi 044000, China; 2. College of lnfo. Science and Eng. ,SUST, Qingdao, Shandong 271019, China
Abstract:
Boggs,Tolle and Wang extended the analogous result from solving unconstrained optimization problems to the equality constrained problems and obtained a characterized result,which is an important equivalent condition to SQP algorithm's super-linear convergence.Subsequently,many reearchers did much work to improve the result and they would try to weaken those assumptions to obtain the same consequence.In this paper,on the basis of previous work,we further weaken the assumptions and obtain the same equivalent conditon to SQP algorithm's super-linear convergence.
Keywords:SQP algorithm   equality constrained problem    super-linear convergence   sufficient and essential conditions
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