A SUPERLINEARLY AND QUADRATICALLY CONVERGENT SQP TYPE FEASIBLE METHOD FOR CONSTRAINED OPTIMIZATION

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摘要 AnewSQPtypefeasiblemethodforinequalityconstrainedoptimizationispresented,itisacombinationofamasteralgorithmandanauxiliaryalgorithmwhichistakenonlyinfiniteiterations.Thedirectionsofthemasteralgorithmaregeneratedbyonlyonequadraticprogramming,anditsstep-sizeisalwaysone,thedirectionsoftheauxiliaryalgorithmarenew'secondorder'feasibledescent.Undersuitableassumptions,thealgorithmisprovedtopossessglobalandstrongconvergence,superlinearandquadraticconvergence.
机构地区 不详
出版日期 2000年03月13日(中国期刊网平台首次上网日期,不代表论文的发表时间)