运筹学学报
運籌學學報
운주학학보
OR TRANSACTIONS
2009年
4期
90-100
,共11页
运筹学%约束优化%强次可行%SQP%超线性收敛%数值试验
運籌學%約束優化%彊次可行%SQP%超線性收斂%數值試驗
운주학%약속우화%강차가행%SQP%초선성수렴%수치시험
Operations reseaLrch%constrained optimization%strongly sub-feasible%SQP%superlinear convergence%numerical experiments
本文对约束优化一个强次可行SQP算法进行改进,使之产生的迭代点在有限次迭代后全落入可行域;并对算法数值效果进行了大量的比较试验.
本文對約束優化一箇彊次可行SQP算法進行改進,使之產生的迭代點在有限次迭代後全落入可行域;併對算法數值效果進行瞭大量的比較試驗.
본문대약속우화일개강차가행SQP산법진행개진,사지산생적질대점재유한차질대후전락입가행역;병대산법수치효과진행료대량적비교시험.
This paper modified a strongly sub-feasible SQP algorithm for constrained optimization.It can be shown that the iterative points can get into the feasible region after a finite number of iterations.And a lot of numerical comparison results are reported.