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基于并行计算的多方向强次可行模松弛SQP算法
引用本文:唐春明,简金宝,郑海艳. 基于并行计算的多方向强次可行模松弛SQP算法[J]. 数学杂志, 2012, 32(3): 535-539
作者姓名:唐春明  简金宝  郑海艳
作者单位:广西大学数学与信息科学学院,广西南宁,530004
基金项目:国家自然科学基金,数学天元基金,广西自然科学基金
摘    要:本文研究求解非线性约束优化问题.利用多方向并行方法,提出了一个新的强次可行模松弛序列二次规划(SQP)算法.数值试验表明,迭代次数和计算时间少于只取单一参数的传统算法.

关 键 词:并行计算  多方向  强次可行  模松弛  序列二次规划

STRONGLY SUB-FEASIBLE NORM-RELAXED SQP ALGORITHM OF MULTIPLE DIRECTIONS WITH PARALLEL COMPUTING
TANG Chun-ming , JIAN Jin-bao , ZHENG Hai-yan. STRONGLY SUB-FEASIBLE NORM-RELAXED SQP ALGORITHM OF MULTIPLE DIRECTIONS WITH PARALLEL COMPUTING[J]. Journal of Mathematics, 2012, 32(3): 535-539
Authors:TANG Chun-ming    JIAN Jin-bao    ZHENG Hai-yan
Affiliation:(College of Mathematics and Information Science,Guangxi University,Nanning 530004,China)
Abstract:In this paper,we aim to solve nonlinear constrained optimization.By making use parallel multiple directions method,a new strongly sub-feasible norm-relaxed sequential quadratic programming(SQP)algorithm is proposed,and numerical results show that the number of iterations and the computational time are obviously less than the traditional algorithm with single parameter.
Keywords:parallel computing  multiple directions  strongly sub-feasible  norm-relaxed  sequential quadratic programming
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