| 非线性最优化一个可行序列等式约束二次规划算法 |
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| 引用本文： | 朱志斌,张可村,简金宝.非线性最优化一个可行序列等式约束二次规划算法[J].数学学报,2007,50(2):281-290. |
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| 作者姓名： | 朱志斌 张可村 简金宝 |
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| 作者单位： | 厦门大学数学科学学院，西安交通大学理学院，广西大学数学与信息科学学院 厦门 361005 桂林电子科技大学数学与计算科学学院 桂林 541004，西安 710049，南宁 530004 |
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| 基金项目： | 国家自然科学基金(10501009,60471039,10661005) |
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| 摘 要： | 本文针对非线性不等式约束优化问题,提出了一个新的可行序列等式约束二次规划算法．在每次迭代中,该算法只需求解三个相同规模且仅含等式约束的二次规划(必要时求解一个辅助的线性规划),因而其计算工作量较小．在一般的条件下,证明了算法具有全局收敛及超线性收敛性．数值实验表明算法是有效的．
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| 关 键 词： | 不等式约束优化 SQP算法 等式约束二次规划 |
| 文章编号： | 0583-1431（2007）02-0281-10 |
| 收稿时间： | 2004-12-13 |
| 修稿时间： | 2004-12-12 |
A Feasible Equality Constrained SQP Algorithm for Nonlinear Optimization |
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| Zhi Bin ZHU , Ke Cun ZHANG,Jin Bao JIAN.A Feasible Equality Constrained SQP Algorithm for Nonlinear Optimization[J].Acta Mathematica Sinica,2007,50(2):281-290. |
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| Authors: | Zhi Bin ZHU Ke Cun ZHANG Jin Bao JIAN |
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| Institution: | Zhi Bin ZHU College of Mathematics,Xiamen University,Xiamen 361005,P.R.China College of Computing Science and Mathematics,Guilin University of Electronic Technology Guilin 541004,P.R.China Ke Cun ZHANG Faculty of Science,Xi'an Jiaotong University,Xi'an 710049,P.R.China Jin Bao JIAN Department of Mathematics and Information Science,Guangxi University,Nanning 530004,P.R.China |
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| Abstract: | In this paper,a feasible sequential equality constrained quadratic program- ming algorithm is proposed to solve the nonlinear inequality constrained optimization. Per single iteration,it is only neccessary to sovle three equality constrained quadratic programmings with the same scale(or in addition,a linear programming),so the com- putational effort is reduced.The theoretical analysis shows that the algorithm is global and superlinear convergence under some suitable conditions.Numerical results show that the method in this paper is effective. |
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| Keywords: | Inequality constrained optimization SQP method equality constrained quadratic programming |
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