| 不等式约束优化一个具有超线性收敛的可行序列二次规划算法 |
| |
| 引用本文： | 朱志斌,简金宝. 不等式约束优化一个具有超线性收敛的可行序列二次规划算法[J]. 系统科学与数学, 2005, 25(6): 669-679 |
| |
| 作者姓名： | 朱志斌 简金宝 |
| |
| 作者单位： | 1. 桂林电子工业学院计算科学与数学系,桂林,541004
2. 广西大学数学与信息科学学院,南宁,530004 |
| |
| 基金项目： | 国家自然科学基金(10261001,10361003,10501009)资助课题． |
| |
| 摘 要： | 建立了一个新的SQP算法,提出了一阶可行条件这一新概念．对已有SQP型算法进行改进,减少计算工作量,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．
|
| 关 键 词： | 不等式约束优化 SQP算法 可行方向 全局收敛 超线性收敛 |
| 修稿时间： | 2003-11-28 |
A FEASIBLE SQP ALGORITHM WITH SUPERLINEAR CONVERGENCE FOR INEQUALITY CONSTRAINED OPTIMIZATION |
| |
| Zhu Zhibin,Jian Jinbao. A FEASIBLE SQP ALGORITHM WITH SUPERLINEAR CONVERGENCE FOR INEQUALITY CONSTRAINED OPTIMIZATION[J]. Journal of Systems Science and Mathematical Sciences, 2005, 25(6): 669-679 |
| |
| Authors: | Zhu Zhibin Jian Jinbao |
| |
| Affiliation: | (1)Department of Computational Science and Mathematics, Guilin Institute of Electronic Technology, Guilin 541004;(2)Department of Mathematics and Information Science, Guangxi University, Nanning 530004 |
| |
| Abstract: | In this paper, we present a new SQP algorithm, and a new idea called first-order feasible condition, by which the traditional SQP type method is improved, and computational effort is reduced. Theoretical analysis shows that the algorithm is global and superlinear convergent under some suitable conditions. The numerical results show that the method in this paper is effective. |
| |
| Keywords: | Inequality constrained optimization SQP method feasible direction global convergence superlinear convergence. |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《系统科学与数学》浏览原始摘要信息 |
|
点击此处可从《系统科学与数学》下载全文 |
