AN SQP METHOD BASED ON SMOOTHING PENALTY FUNCTION FOR NONLINEAR OPTIMIZATION WITH INEQUALITY CONSTRAINT  

作　　者：ZHANG Juliang ZHANG Xiangsun (Institute of Applied Mathematics, Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, China) 

出　　处：《Journal of Systems Science & Complexity》2001年第2期212-217,共6页系统科学与复杂性学报（英文版）

基　　金：This research is supported in part by the National Natural Science Foundation of China(No. 39830070).

摘　　要：In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.

关 键 词：SQP method global CONVERGENCE INEQUALITY CONSTRAINED optimization SMOOTHING PENALTY function. 

分 类 号：O224[理学—运筹学与控制论]