电子科技大学学报2001，Vol.30Issue(1)：103-106,4.
非线性规划一般约束条件的SQP方法
A Successive quadratic Programming Algorithm with Global and superlinear Convergence Properties
滕召波 1张世永 1陈华富 2何光中1
作者信息
- 1. 四川大学应用数学系
- 2. 电子科技大学应用数学系
- 折叠
摘要
Abstract
This paper present a new variant of successive quadraticporgramming methods with inequality and equality contsraint. 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.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分类
数理科学引用本文复制引用
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,2001,30(1):103-106,4.
