| 李学全,潘俊.非线性等式与不等式优化问题的一个新的SQP算法[J].南华大学学报(自然科学版),2004,(4):39~41.[.A New Sop Method for Nonlinear Programming with Inequality and Equality ConstRaints[J].Journal of University of South China(Science and Technology),2004,(4):39~41.] |
| 非线性等式与不等式优化问题的一个新的SQP算法 |
| A New Sop Method for Nonlinear Programming with Inequality and Equality ConstRaints |
| 修订日期：2004-06-09 |
| DOI： |
| 中文关键词: 序列二次规划 非线性规划 全局收敛 超线性收敛 非线性等式 优化问题 SQP算法 |
| 英文关键词:sequential quadratic programming,nonlinear programming,global and superlinear convergence |
| 基金项目: |
| 李学全 潘俊 |
| 中南大学数学科学与计算技术学院,湖南长沙410083 |
| 摘要点击次数: 683 |
| 全文下载次数: 3 |
| 中文摘要: |
| 针对非线性优化问题，提出了一种新的SQP算法．其特点为：每次迭代只需求解一个二次规划；算法能自动产生一个校正方向，从而避免Maxatos效应；在一定条件下算法具有全局收敛性和超线性收敛性。 |
| 英文摘要: |
| In this paper,a new sequential quadratic programming method of feasible directions is proposed and analyzed for nonlinear programming with inequality and equality constraints.This algorithm has the following characters:only one quadratic programming need to be solved at each iteration;a revised direction can be produced automatically;global and superlinear convergence can be induced under some suitable assumptions. |
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