| 一个可行模松弛SQP方法及其全局收敛性 |
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| 引用本文： | 朱宁,解才先.一个可行模松弛SQP方法及其全局收敛性[J].汕头大学学报(自然科学版),2010,25(3):13-19. |
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| 作者姓名： | 朱宁 解才先 |
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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： | 提出一个处理不等式约束优化问题的可行模松弛SQP算法,每次迭代只需求解一个二次规划子问题.无需对迭代序列进行有界假设,采用线性搜索,在一些微弱假设条件下,证得了算法具有全局收敛性质.
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| 关 键 词： | 约束优化 模松弛 SQP方法 线性搜索 全局收敛性 |
A Feasible Norm-Relaxed SQP Method and Its Global Convergence |
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| ZHU Ning,XIE Cai-xian.A Feasible Norm-Relaxed SQP Method and Its Global Convergence[J].Journal of Shantou University(Natural Science Edition),2010,25(3):13-19. |
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| Authors: | ZHU Ning XIE Cai-xian |
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| Institution: | (College of Mathematics and Computing Science,Guilin University of Electronic Technology,Guilin 541004,Guangxi,China) |
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| Abstract: | In this paper,a feasible norm-relaxed sequential quadratic programming algorithm with global convergence for inequality constrained problem is presented.At each iterative,a quadratic programming subproblem is solved.Without the boundedness assumptions on any of the iterative sequences,the global convergence can be guaranteed under some mild assumptions. |
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| Keywords: | constrained optimization norm-relaxed SQP method line search global convergence |
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