约束优化无罚函数非单调SQP算法(英文)  

NONMONOTONE SQP METHODS FOR NONLINEAR PROGRAMMING WITHOUT A PENALTY FUNCTION

作　　者：张新华[1] 

机构地区：[1]南京农业大学工学院,江苏南京210031

出　　处：《数学杂志》2012年第6期988-998,共11页Journal of Mathematics

基　　金：Supported by National Natural Science Foundation of China(71001053)

摘　　要：本文研究求解非线性约束优化问题.利用非单调无罚函数方法,提出了一个新的序列二次规划算法.该算法在每次迭代过程中只需求解一个QP子问题和一个线性方程组.在一般条件下,算法具有全局收敛性.数值结果表明,计算量小于单调且含罚函数的传统算法.In this paper,we aim to solve nonlinear constrained optimization.By making use of penalty-function-free nonmonotone method,a new sequential quadratic programming（SQP） algorithm is proposed.It only needs to solve one QP subproblem and one linear system at each iteration.Under reasonable conditions,the global convergence is established.Numerical results show that the computational costs are obviously less than the traditional algorithm with monotone and penalty function.

关 键 词：非线性规划 非单调 SQP 线搜索 

分 类 号：O221.2[理学—运筹学与控制论]