| 一个修正的SQP算法及其超线性收敛 |
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| 引用本文： | 任阿娟. 一个修正的SQP算法及其超线性收敛[J]. 科学技术与工程, 2011, 11(5): 983-987 |
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| 作者姓名： | 任阿娟 |
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| 作者单位： | 1. 中山大学新华学院,广州,510520
2. 桂林电子科技大学,桂林,541004 |
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| 摘 要： | 通过修改传统的二次规划子问题,并将Armijo-型线搜索技术应用到一类罚参数可自动调整的罚函数,建立一种新的可行序列二次规划算法。克服了子问题可能会出现不可行的情况,并保证子问题在任意迭代点处都是可行的。在合理的假设条件下,证明了算法是具有全局收敛和超线性收敛的。
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| 关 键 词： | SQP算法 QP子问题 全局收敛 超线性收敛 |
| 收稿时间： | 2010-11-18 |
| 修稿时间： | 2010-11-30 |
A modified SQP method and its superlinear convergence |
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| ren ajuan. A modified SQP method and its superlinear convergence[J]. Science Technology and Engineering, 2011, 11(5): 983-987 |
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| Authors: | ren ajuan |
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| Affiliation: | REN A-juan1,ZHU Zhi-bin2,DUAN Fu-jian2(Xinhua College of SunYat-Sen University1,Guangzhou 510520,P.R.China,Guilin University of Electronic Technology2,Guilin 514004,P.R.China) |
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| Abstract: | A kind of new sequential quadratic programming algorithm methods are developed by modifying the traditional quadratic programming subproblem and applying the Armijo-type linear search to a class of penalty functions which penalty parameters could be adjusted automatically.The global convergence and superlinear convergence are shown under some reasonable conditions. |
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| Keywords: | SQP algorithm guachratic programming subproblem global convergence superlinear convergence |
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