可探测问题不可行性的无滤子逐步二次规划方法

• 作者: 刘东梅 刘新为 阎爱玲
• 来源期刊: 高等学校计算数学学报
• 学科: 数学
• 年，卷（期）: 2017,（3）
• 页码范围: 212-231
• 页数: 20页
• 分类号: O221.2
• 语种: 中文

摘要

A filter-free sequential quadratic programming (SQP) method is presented for nonlinear inequality constrained optimization.The method computes a search direction by solving subproblems based on an exact penalty function and has the important feature of infeasibility detection when it is employed to solve infeasible instances.Furthermore,in each iteration,the step is selected such that either the value of objective function or the measure of constraint violations is sufficiently reduced.A nonmonotone technique originated from the solution of unconstrained optimization is applied to accelerate the algorithm.Under standard assumptions,global convergence of the proposed algorithm is established.The preliminary numerical results are also presented to show the efficiency of the proposed algorithm.

作者信息

序号	姓名	单位	发文数	被引次数	H指数	G指数
1	刘新为		9	75	3.0	8.0
2	刘东梅		1	0	0.0	0.0
3	阎爱玲		3	4	1.0	2.0