| 新的结合非线性互补问题函数的逐步二次规划滤子算法 |
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| 引用本文： | 蔡力,田蔚文,徐方琴. 新的结合非线性互补问题函数的逐步二次规划滤子算法[J]. 上海大学学报(自然科学版), 2008, 14(4): 367-372 |
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| 作者姓名： | 蔡力 田蔚文 徐方琴 |
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| 作者单位： | 上海大学 理学院,上海 200444 |
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| 摘 要： | 对于结合非线性互补问题(nonlinear complementary problem,NCP)函数的逐步二次规划(sequential quadratic programming, SQP)滤子算法,提出一种新方法来构造滤子,目的是为了使滤子的接受条件更宽松,降低进行可行性恢复的机率.对于改变滤子构造后会引起的滤子点数量过多的问题,又给出一种限制滤子点数量的办法.另外,通过一些数值例子对这种新算法进行检验,事实证明这种算法是有效的.
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| 关 键 词： | 非线性互补问题 滤子 逐步二次规划 |
| 收稿时间： | 2007-06-12 |
New Sequential Quadratic Programming Filtering Method with Nonlinear Complementary Problem Function |
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| CAI Li,TIAN Wei-wen,XU Fang-qin. New Sequential Quadratic Programming Filtering Method with Nonlinear Complementary Problem Function[J]. Journal of Shanghai University(Natural Science), 2008, 14(4): 367-372 |
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| Authors: | CAI Li TIAN Wei-wen XU Fang-qin |
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| Affiliation: | College of Sciences, Shanghai University, Shanghai 200444, China |
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| Abstract: | This paper introduces a new algorithm for constructing sequential quadratic programming(SQP) filter. The proposed method makes entering the filter easier, and reduces the possibility of using feasibility restoration phase. Since the number of points in the filter may be too large, a strategy for dealing with the problem is presented. Experimental results show the effectiveness of the algorithm. |
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| Keywords: | nonlinear complementary problem(NCP) filter sequential quadratic programming(SQP) |
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