搜索结果: 1-11 共查到“理学 SQP”相关记录11条 . 查询时间(0.109 秒)
A line search penalty-free sequential quadratic programming method is proposed for nonlinear equality-constrained optimization. Generally, feasible directions are used to minimize the measurement of t...
A line search penalty-free sequential quadratic programming method is proposed for nonlinear equality-constrained optimization. Generally, feasible directions are used to minimize the measurement of t...
{提出了一个求解非线性互补约束均衡问题的滤子SQP算法.借助Fischer-Burmeister函数把均衡约束转化为一个非光滑方程组,然后利用逐步逼近和分裂思想,给出一个与原问题近似的一般的约束优化.引入滤子思想,避免了罚函数法在选择罚因子上的困难.在适当的条件下证明了算法的全局收敛性,部分的数值结果表明算法是有效的.
本文讨论不等式约束优化问题,给出一个信赖域方法与SQP方法相结合的新的可行算法,算法中采用了``压缩技术'',使得QP子问题产生的搜索方向尽可能为可行方向,并且采用了高阶校正的方法来克服算法产生的Maratos效应现象.在适当的条件下,证明了算法的全局收敛性和超线性收敛性.数值结果表明算法是有效的.
非线性互补问题可以转化成非线性约束优化问题. 提出一种非单调线搜索的可行SQP方法. 利用QP子问题的K-T点得到一个可行下降方向，通过引入一个高阶校正步以克服Maratos效应. 同时，算法采用非单调线搜索技巧获得搜索步长. 证明全局收敛性时不需要严格互补条件， 最后给出数值试验.
一种修改的非单调线搜索SQP算法
非线性规划 全局收敛性 线搜索 SQP
2009/9/18
提出了一种解非线性规划问题的修改的非单调线搜索算法,并给出了它的全局收敛性证明.不需要用罚函数作为价值函数,也不用滤子和可行性恢复阶段.该算法是基于多目标优化的思想:一个迭代点被接受当且仅当目标函数值或是约束违反度函数值有充分的下降.数值结果与LANCELOT作了比较,表明该算法是可靠的.
Global Convergence of a Modified SQP Method for Mathematical Programs With Inequalities and Equalities Constraints
Nonlinear Programs Inequalities and Equalities System Sequential quadratic programming
2008/7/1
When we solve an ordinary nonlinear programming problem by the most and popular sequential quadratic programming (SQP) method, one of the difficulties that we must overcome is to ensure the consistenc...
A NEW SQP-FILTER METHOD FORSOLVING NONLINEAR PROGRAMMING PROBLEMS
Nonlinear programming Sequential quadratic programming Filter Restoration phase Maratos affects Global convergence Multi-objective optimization Quadratic programming subproblem
2007/12/12
In $\cite{Fletcher2002}$, Fletcher and Leyffer
present a new method that solves nonlinear programming problems without a
penalty function by SQP-Filter algorithm. It has attracted much attention
...
AN SQP ALGORITHM WITH NONMONOTONE LINE SEARCH FOR GENERAL NONLINEARCONSTRAINED OPTIMIZATION PROBLEM
2007/12/11
In this paper, an SQP type algorithm with a new nonmonotone line search
technique for general constrained optimization problems is presented.
The new algorithm does not have to solve the second orde...
A SQP Method for Inequality Constrained Optimization
SQP method global convergence inequality
2007/12/11
In this paper, a new SQP method for inequality constrained optimization is proposed and the global convergence is obtained under very mild conditions.