| 一个解不等式约束优化问题的初始点任意而不需罚函数的SQP算法(英文) |
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| 引用本文： | 彭叶辉,施保昌,姚升保.一个解不等式约束优化问题的初始点任意而不需罚函数的SQP算法(英文)[J].应用数学,2002(Z1). |
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| 作者姓名： | 彭叶辉 施保昌 姚升保 |
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| 作者单位： | [1]华中科技大学数学系 [2]华中科技大学数学系 湖北武汉 [3]湖北武汉 |
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| 摘 要： | 本文构造了一解不等式约束优化问题的非单调SQP方法 ,与类似的算法比较 ,它有以下特点 :( 1 )初始点任意 ,并不用罚函数 ;( 2 )有限步后必产生可行点 ;( 3)在每次迭代 ,只需解一个二次规划子问题 ;( 4)不需要严格互补条件 ,在较弱的条件下 ,算法超线性收敛 .
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| 关 键 词： | SQP 可行点 严格互补条件 超线性收敛 |
An SQP Algorithm without Penalty Function for Inequality Constrained Optimization Problems with Arbitrary Initial Point |
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| PENG Ye-hui,SHI Bao-chang,YAO Sheng-bao.An SQP Algorithm without Penalty Function for Inequality Constrained Optimization Problems with Arbitrary Initial Point[J].Mathematica Applicata,2002(Z1). |
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| Authors: | PENG Ye-hui SHI Bao-chang YAO Sheng-bao |
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| Abstract: | In the paper,a SQP algorithm with nonmonotone search is presented for inequality constrained optimization.Compared with the similar algorithms,it has the following features:1.The initial point is arbitrary and it doesn't use penalty function;2.After finite interations,it must produce feasible point sequence.3.At every iteration the algorithm solves only one quadratic subproblem.4.Under milder assumptions,without strict complementary condition,the algorithm is locally superlinearly convergent. |
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| Keywords: | SQP Feasible point Strict complementary condition Superlinearly convergent |
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