带3-分片NCP函数的无罚函数和滤子的SQP算法  

SQP Method Based on 3-piecewise Linear NCP Function Without Using Penalty and Filter

作　　者：周敏[1] 尚有林[1] 

机构地区：[1]河南科技大学数学与统计学院,河南洛阳471023

出　　处：《河南科技大学学报（自然科学版）》2014年第4期82-85,9,共4页Journal of Henan University of Science And Technology:Natural Science

基　　金：国家自然科学基金项目(10971053);河南省自然科学基金项目(094300510050)

摘　　要：对于非线性约束优化问题,提出了一种新的无罚函数和滤子的SQP算法。根据优化问题的一阶KKT条件,利用乘子和3-分片NCP函数,得到非光滑方程以致简化优化问题。在线搜索的过程中,采用无罚函数和滤子的方法。同时证明了该SQP算法是可行的,并具有全局收敛性。This paper proposed a SQP method without a penalty function and a filter for constrained nonlinear optimization problems. This iterative method was based on the 3-piecewise linear NCP function for the KKT first order optimality conditions. The optimization problem of non smooth equtions was simplified. In the process of online search,a method without a penalty function and a filter on line searches was used. This method is implementable and globally convergent.

关 键 词：滤子 SQP算法 收敛 NCP函数 

分 类 号：O224[理学—运筹学与控制论]