郑州大学学报(理学版)2011,Vol.43Issue(3):62-65,77,5.
非线性等式优化的一种非单调SQP滤子算法
Nonmonotone SQP Filter Method for Nonlinear Constrained Equality Optimization
摘要
Abstract
Nonlinear constrained optimization was efficient and robust solved by the SQP filter approach. But,the so-called Maratos effect was suffered. A non-monotone trust region method was presented. The step was computed by the Byrd and Omojokun scheme. Global convergence was proved under certain conditions.关键词
非线性等式约束;信赖域;SQP;滤子;非单调Key words
nonlinear equality constrained optimization/trust-region/SQP/filter/nonmonotone分类
数理科学引用本文复制引用
王珺,王希云..非线性等式优化的一种非单调SQP滤子算法[J].郑州大学学报(理学版),2011,43(3):62-65,77,5.基金项目
山西省自然科学基金资助项目,编号2008011013. ()