一类求解非线性规划的修正斜边界滤子方法（英文）  

A Modified Slanting Filter Method for Nonlinear Programming

作　　者：刘美玲[1] 李学迁[2] LIU Mei-ling;LI Xue-qian(Department of Mathematics and Physics, Shanghai Dianji University, Shanghai 201306;Business School, University of Shanghai for Science and Technology, Shanghai 200093)

机构地区：[1]上海电机学院数理教学部,上海201306 [2]上海理工大学管理学院,上海200093

出　　处：《工程数学学报》2016年第5期517-533,共17页Chinese Journal of Engineering Mathematics

基　　金：The National Natural Science Foundation of China(11371281);the Young College Teacher Training Subsidy Scheme of Shanghai(ZZSDJ13008);the Key Discipline Construction Project of Shanghai Dianji University(13XKJC01)

摘　　要：本文给出一类修正的斜边界滤子方法,结合序列二次规划方法求解非线性规划问题.我们将目标函数方向和约束违反度方向均设置了斜边界,用以构造充分减少条件.同时,和经典滤子相比,新的滤子接受试探点更加灵活,改善了迭代点的被接受机会.新的滤子也具备经典滤子的"包含性",并被用于可行恢复项中.在较弱的条件下,可以得到全局收敛性.最后,给出了数值实验结果.In this paper, we propose a modified slanting filter technique combined with sequential quadratic programming (SQP) method to solve nonlinear programming problems.In order to produce the sufficient reduction conditions, the slanting envelopes are set in the objective function direction and the constraint violation direction.Comparing with the classic filter, the new filter accepts reasonable steps flexibly.It provides a mechanism whereby the acceptance chance of the iterates is improved and shares the feature with the classic filter approach, called the inclusion property.The new filter criterion is also used for a restoration filter in feasibility restoration phase. Under some mild conditions, the global convergence properties are obtained.The preliminary numerical results are presented.

关 键 词：非线性规划 滤子 斜边界 SQP 全局收敛 

分 类 号：O221.2[理学—运筹学与控制论]