| 一类求解线性约束非线性规划问题的可行方向法 |
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| 引用本文： | 郭飞. 一类求解线性约束非线性规划问题的可行方向法[J]. 应用数学与计算数学学报, 1997, 11(1): 19-26 |
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| 作者姓名： | 郭飞 |
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| 作者单位： | 北京科技大学数力系 北京 |
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| 摘 要： | Wilson,Han和Powell提出的序列二次规划方法(简称SQP方法)是求解非线性规划问题的一个著名方法,这种方法每次迭代的搜索方向是通过求解一个二次规划子问题得到的,本文受[1]启发,得到二次规划子问题的一个近似解,进而给出了一类求解线性约束非线性规划问题的可行方向法,在约束集合满足正则性的条件下,证明了该算法对五种常用线性搜索方法具有全局收敛性。
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| 关 键 词： | 非线性规划 线性约束 SQP方法 可行方向法 |
A Class of Feasible Direction Methods For Nonlinear Optimization with Linear Constraints |
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| Guo Fei. A Class of Feasible Direction Methods For Nonlinear Optimization with Linear Constraints[J]. Communication on Applied Mathematics and Computation, 1997, 11(1): 19-26 |
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| Authors: | Guo Fei |
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| Abstract: | Proposed by Wilson, Hun anil Foscll, Sequential Quadratic Programming (SQP) Method in a well-known method for nonlinear optimization. Tin- search detection of each iterationis obtained by solving a quadratic programming subprohlcm. Using the idea of paper 1. we get a proximate solution to the quadratic programming subproblem in this paper. Furthermore, a class of feasible direction methods for nonlinear optimizaition with linear constraints is geven. Under the regularity condition. the global convergence of this algorithm for five kinds of line search procedures is proved.CO |
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| Keywords: | Nonlinear Programming Linear Constrains. SQP Method Feasible Direction Method. |
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