| 约束优化一个结合工作集技术的模松弛SQP算法 |
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| 引用本文： | 刘逸,高扬,赵恒明. 约束优化一个结合工作集技术的模松弛SQP算法[J]. 广西师范学院学报(自然科学版), 2011, 28(3): 23-29 |
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| 作者姓名： | 刘逸 高扬 赵恒明 |
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| 作者单位： | 广西大学行健文理学院,广西南宁,530004 |
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| 摘 要： | 结合模松弛SOP方法、可行方向法和工作集技术，提出了一个求解非线性不等式约束优化的SOP算法。在每一次迭代，模松弛QP子问题的约束函数个数只决定于相应的工作集。在MFCQ条件下，得到算法的全局收敛性。最后，给出了初步的数值结果。
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| 关 键 词： | 约束优化 模松弛SQP方法 可行方向法 全局收敛 工作集 |
A Feasible SQP Algorithm with Identification Set for Constrained Optimization |
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| LIU Yi,GAO Yang,ZHAO Heng-ming. A Feasible SQP Algorithm with Identification Set for Constrained Optimization[J]. Journal of Guangxi Teachers Education University:Natural Science Edition, 2011, 28(3): 23-29 |
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| Authors: | LIU Yi GAO Yang ZHAO Heng-ming |
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| Affiliation: | LIU Yi,GAO Yang,ZHAO Heng-ming(Xingjian College of Science and Liberal Art,Guangxi University,Nanning 530004,P.R.China) |
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| Abstract: | Based on the ideas of norm-relaxed sequential quadratic programming method and the method of feasible directions,a new SQP algorithm with active set identification technique for the solution of nonlinear inequality constrained optimization is proposed.At each iteration of the proposed algorithm,the norm-relaxed quadratic programming subproblem only consists of the constraints corresponding to an active identification set.The global convergence is proved under the Mangasarian-Fromovitz constraint qualificati... |
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| Keywords: | constrained optimization norm-relaxed SQP method method of feasible directions global convergence active identification set |
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