| 非线性规划一般约束条件的SQP方法 |
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| 引用本文： | 滕召波,张世永,陈华富,何光中.非线性规划一般约束条件的SQP方法[J].电子科技大学学报(社会科学版),2001(1). |
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| 作者姓名： | 滕召波 张世永 陈华富 何光中 |
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| 作者单位： | 四川大学应用数学系!成都 610065，四川大学应用数学系!成都 610065，电子科技大学应用数学系!成都 610054，四川大学应用数学系!成都 610065 |
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| 摘 要： | 提出了一种新的处理等式和不等式约束条件优化问题的SQP方法，计算过程中每一步迭代只需解一个二次规划。在一定条件下，证明了算法的全局和二步超线性收敛性，其优点是具有较小的计算量，避免了Maratos现象的发生。
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| 关 键 词： | 非线性规划 序列二次规划 马洛托斯现象 全局和超线性收敛性 |
A Successive Quadratic Programming Algorithm with Global and Superlinear Convergence Properties |
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| Teng Zhaobo,Zhang Shiyong.A Successive Quadratic Programming Algorithm with Global and Superlinear Convergence Properties[J].Journal of University of Electronic Science and Technology of China(Social Sciences Edition),2001(1). |
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| Authors: | Teng Zhaobo Zhang Shiyong |
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| Abstract: | This paper present a new variant of successive quadratic programming methods with inequality and equality constraint. In calculation process, this methods need only to solve a quadratic programming problem at each iteration. In certain conditions, the global and fast local convergence properties of this algorithm is proved, whose step size of unity is acceptable and whose Maratos effect is obviated. |
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| Keywords: | nonlinear programming successive quadratic programming Maratos effect global and superlinear convergence |
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