| 半无限规划离散化问题一个两阶段序列二次规划算法 |
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| 引用本文： | 徐庆娟,简金宝.半无限规划离散化问题一个两阶段序列二次规划算法[J].数学杂志,2014,34(6):1155-1162. |
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| 作者姓名： | 徐庆娟 简金宝 |
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| 作者单位： | 上海大学数学系;广西师范学院数学科学学院;玉林师范学院数学与信息科学学院; |
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| 基金项目： | 国家自然科学基金(11271086);广西自然科学基金(2014GXNSFBA118002)资助 |
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| 摘 要： | 本文研究了求解半无限规划离散化问题(P)的一个新的算法.利用序列二次规划(SQP)两阶段方法和约束指标集的修正技术,提出了求解(P)的一个两阶段SQP算法.算法结构简单,搜索方向的计算成本较低.在适当的条件下,证明了算法具有全局收敛性.数值试验结果表明算法是有效的.推广了文献4]中求解(P)的算法.
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| 关 键 词： | 半无限规划 离散化问题 两阶段 序列二次规划 全局收敛 |
| 收稿时间： | 2013/10/10 0:00:00 |
| 修稿时间： | 2014/4/10 0:00:00 |
A TWO PHASE SQP ALGORITHM FOR THE DISCRETIZED PROBLEMS FROM SEMI-INFINITE PROGRAMMING |
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| XU Qing-juan and JIAN Jin-bao.A TWO PHASE SQP ALGORITHM FOR THE DISCRETIZED PROBLEMS FROM SEMI-INFINITE PROGRAMMING[J].Journal of Mathematics,2014,34(6):1155-1162. |
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| Authors: | XU Qing-juan and JIAN Jin-bao |
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| Institution: | Department of Math. Science, Shanghai University, Shanghai 200444, China;College of Math. Science, Guangxi Teachers Education University, Nanning 530023, China and College of Math. and Infor. Science, Yulin Normal University, Yulin 537000, China |
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| Abstract: | In this paper, we study a new algorithm for the discretized problem (P) from semi-infinite programming. Using sequential quadratic programming (SQP), two phase method and the technique of updating constraint index set, we present a new two phase SQP algorithm. The structure is simple, and the computation cost of search direction is low. Under some proper conditions, the global convergence is proved. Numerical experiments results show that the proposed algorithm is effective. |
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| Keywords: | semi-infinite programming discretized problems two phase SQP global convergence |
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