• 论文 •

不等式约束优化一个新的SQP算法

1. 西安交通大学理学院科学计算与应用软件系,西安交通大学理学院科学计算与应用软件系 西安 710049 广西桂林电子工业学院计算科学与数学系 桂林 541004 ,西安 710049
• 出版日期:2004-04-14 发布日期:2004-04-14

A NEW SQP ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATION

1. Zhu Zhibin~(1,2) Zhang Kecun~1 1 (Faculty of Science,Xi'an Jiaotong University, Xi'an,710049) 2 (Department of Computational Science and Mathematics, Guilin Institute of Electronic Technology, Guilin, 541004)
• Online:2004-04-14 Published:2004-04-14

In this paper, a new SQP method is presented to solve inequality constrained optimization. On contrary with traditional SQP algorithm, per single iteration, it is only necessary to solve one QP subproblem with equality constraints. Thus, the computational cost is reduced. Under some suitable assumptions, we prove that the algorithm is global convergence as well as superlinear convergence. The numerical results show that the method in this paper is effective.
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