摘要
积极集策略是在约束最优化问题中减少约束条件个数的一个有效手段.基于此策略,结合序列二次规划(SQP)方法,并利用滤子以避免罚函数的使用,提出了一类积极集SQP滤子方法,并在合理条件下证明了算法的全局收敛性.数值结果表明算法是有效的.
The active set technique is one of the most effective methods for reducing the number of constraints in the nonlinear optimization. Based on this technique and the sequential quadratic programming （SQP） method,a new active set filter SQP method is proposed in which the penalty function is not required by filter strategy. The global convergence is obtained under some reasonable conditions. And some numerical results are reported in this paper.
出处
《同济大学学报（自然科学版）》
EI
CAS
CSCD
北大核心
2008年第5期690-694,共5页
Journal of Tongji University:Natural Science
基金
国家自然科学基金资助项目(1057113710771162)
关键词
约束最优化
积极集
滤子方法
序列二次规划
非线性规划
constrained optimization
active set
filter method
sequential quadratic programming
nonlinear programming
