应用数学2007，Vol.20Issue(1)：128-133,6.
一个修正的SQP方法-滤子方法
A Modified SQP-filter Method
摘要
Abstract
The current sequential quadratic programming (SQP) type algorithm may fail if the QP subproblem is infeasible.Moreover the choice of penalty function in line search is difficult.In [1],the author modified the SQP method for the former problem.In this paper,on the base of paper [1],a line search filter search technique is presented to conquer the second problem.Under some conditions,the global convergence of the algorithm in this paper has shown at the end.关键词
SQP方法/滤子/线搜索/全局收敛Key words
SQP method/Filter/Line search/Glokl convergnce分类
数理科学引用本文复制引用
苏珂..一个修正的SQP方法-滤子方法[J].应用数学,2007,20(1):128-133,6.基金项目
Supported by the National Natural Science Foundation of China (10571137) （10571137）
