| 解非线性互补问题的非单调可行SQP方法 |
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| 引用本文： | 王华.解非线性互补问题的非单调可行SQP方法[J].运筹学学报,2011,15(2):85-94. |
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| 作者姓名： | 王华 |
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| 作者单位： | 上海立信会计学院数学与信息学院,上海,201620 |
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| 基金项目： | 上海优秀青年教师科研专项基金，上海市本级财政部门预算项目 |
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| 摘 要： | 非线性互补问题可以转化成非线性约束优化问题. 提出一种非单调线搜索的可行SQP方法. 利用QP子问题的K-T点得到一个可行下降方向，通过引入一个高阶校正步以克服Maratos效应. 同时，算法采用非单调线搜索技巧获得搜索步长. 证明全局收敛性时不需要严格互补条件， 最后给出数值试验.
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| 关 键 词： | 束优化 序列二次规划 积极集 非单调技巧 收敛性 |
A Nonmonotone Feasible SQP Method for Nonlinear Complementarity Problem |
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| WANG Hua.A Nonmonotone Feasible SQP Method for Nonlinear Complementarity Problem[J].OR Transactions,2011,15(2):85-94. |
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| Authors: | WANG Hua |
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| Institution: | WANG Hua School of Mathematics and Information,Shanghai Lixin University of Commerce,Shanghai 201620,China |
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| Abstract: | The nonlinear complementarity problem can be reformulated as a nonlinear programming.This paper proposes a feasible SQP method with nonmonotone line search,and obtains a feasible descent direction by full use of the K-T point pair of a QP subproblem without other additional cost.A high-order direction is computed to overcome the Maratos effect.Instead of filter method,a nonmonotone line search is used to obtain the step length.Under some suitable conditions,not including the strict complementary condition,t... |
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| Keywords: | constrained optimization sequential quardratic programming active set nonmonotone technique global convergence |
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