| 一般约束优化问题的S Q P方法及其收敛性 |
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| 引用本文： | 朱 宁,解才先,朱志斌.一般约束优化问题的S Q P方法及其收敛性[J].西南农业大学学报,2012,34(1):034-038. |
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| 作者姓名： | 朱 宁 解才先 朱志斌 |
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| 作者单位： | 桂林电子科技大学数学与计算科学学院 |
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| 基金项目： | 广西省自然科学基金资助项目(0728206);广西区“十一五”教改工程项目(GX06066) |
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| 摘 要： | 提出求解一般等式和不等式约束优化问题的SQP算法,在适当的假设条件下,证明算法具有全局收敛和超线性收敛速度.数值试验表明该算法是有效的.
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| 关 键 词： | 一般约束优化 SQP算法 积极集 全局收敛 超线性收敛性 |
An SQP Method for General Constrained Optimization and Its Convergence |
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| ZHU Ning,XIE Cai-xian,ZHU Zhi-bin.An SQP Method for General Constrained Optimization and Its Convergence[J].Journal of Southwest Agricultural University,2012,34(1):034-038. |
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| Authors: | ZHU Ning XIE Cai-xian ZHU Zhi-bin |
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| Institution: | School of Mathematics and Computing Science,Guilin University of Electronic Technology,Guilin Guangxi 541004,China |
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| Abstract: | In this paper,an SQP(sequential quadratic programming) method is presented to solve general equality and inequality constraints.Under some suitable assumptions,we prove that the algorithm has global convergence property and super-linear convergence rate.Numerical simulation results show that the method described in this paper is effective. |
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| Keywords: | general constrained optimization SQP algorithm active set global convergence superlinear convergence |
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