| 非线性等式优化的一种非单调SQP滤子算法 |
| |
| 引用本文： | 王珺,王希云.非线性等式优化的一种非单调SQP滤子算法[J].郑州大学学报(理学版),2011(3). |
| |
| 作者姓名： | 王珺 王希云 |
| |
| 作者单位： | 太原科技大学应用科学学院; |
| |
| 基金项目： | 山西省自然科学基金资助项目,编号2008011013 |
| |
| 摘 要： | SQP滤子方法是解非线性规划的一种较为有效的方法,但是滤子方法也会遇到M aratos效应.采用非单调技术来避免M aratos效应,并采用降维的Byrd和Omojokun方法来计算试探步.在一定条件下,给出了全局收敛性证明,数值试验表明该算法有效.
|
| 关 键 词： | 非线性等式约束 信赖域 SQP 滤子 非单调 |
Nonmonotone SQP Filter Method for Nonlinear Constrained Equality Optimization |
| |
| WANG Jun,WANG Xi-yun.Nonmonotone SQP Filter Method for Nonlinear Constrained Equality Optimization[J].Journal of Zhengzhou University:Natural Science Edition,2011(3). |
| |
| Authors: | WANG Jun WANG Xi-yun |
| |
| Institution: | WANG Jun,WANG Xi-yun(School of Applied Sciences,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
| |
| Abstract: | Nonlinear constrained optimization was efficient and robust solved by the SQP filter approach.But,the so-called Maratos effect was suffered.A non-monotone trust region method was presented.The step was computed by the Byrd and Omojokun scheme.Global convergence was proved under certain conditions. |
| |
| Keywords: | nonlinear equality constrained optimization trust-region SQP filter nonmonotone |
| 本文献已被 CNKI 等数据库收录！ |
