約束優(yōu)化無嚴格互補的超線性收斂SQP強次可行算法.pdf

1、廣西大學(xué)碩士學(xué)位論文約束優(yōu)化無嚴格互補的超線性收斂SQP強次可行算法姓名：唐春明申請學(xué)位級別：碩士專業(yè)：應(yīng)用數(shù)學(xué)指導(dǎo)教師：簡金寶20041201型量￡壘查蘭塑蘭堡墼圭iiASUPERLINEAR【IYCoNVERGENTSTRoNGLySUBFEASIBLESQPALGORITHMFoRCoNSTRAINEDoPTIMIZATIoNWITHOUTSTRICTCoMPLEMENTARITYAbstractSequentialquadrat

2、icprogrammingfsQP)algorithms8rewidelyacknowledgedtobeamongthemostencce∞falalgorithmsforsolvingnonlinearoptimizationproblemsInrecentdecad∞feasibleSQPalgorithmshavebeenstudledwideIysincetheyhavefastrateofconvergencegenerat

3、efcesibleiteratesanddonotrequireanyp∞a1睜functionsHoweverthesefeasiblealgorithmsusuallyrequireinitialfeasiblepoints，anditisoftenatimeconsumingprocedureforcomputingsuchpointsOntheotherhand，fensibhSQPalgorithmsusuallyrequir

4、etosolvetwoorthreequadraticsubprogramateachiteration，80thecomputationalcostisrelativehighAndthestrictcomplementarityconditionisnecessmy，whichisstronganddi吊cultfortestingInthisp印盱，combinedthegeneralizedprojectiontechnique

5、andtheideaofstronglysubfeasibledirectionmethodtanewsequentialquadraticprogrammingalgorithmforilmqualityconstrainedoptimizationproblemsispresentedThealgorithminwhichanewArmijotypestepleagthseaMhisintroduced，startswithanar

6、bitraryjuitialpoint。anditmustgenerate8feaaiblepointinnfinitenumberofiterations，thenautomaticallybecomesafeasibledescentSQPalgorithmAteachiteration，onlyonequadraticprogram(QP)need8solving，andtwocorrectiondirectionsareobta

7、inedouiybyexplicitformulasAsaresult，thecomputationalcostperiterationisrelativelylowFnrthermore，theglobalconvergenceandsuperlincerconvecgencerateareprovedundermildassumptionswithoutthestrictcomplementarityFinallysomepreli