| 结合非线性互补问题函数的滤子逐次二次规划算法 |
| |
| 引用本文： | 金中,濮定国,张宇,蔡力.结合非线性互补问题函数的滤子逐次二次规划算法[J].上海大学学报(英文版),2008,12(2):97-101. |
| |
| 作者姓名： | 金中 濮定国 张宇 蔡力 |
| |
| 作者单位： | JIN Zhong（Department of Mathematics,College of Sciences,Shanghai University,Shanghai 200444,P.R.China）
PU Ding-guo（Department of Mathematics,Tongji University,Shanghai 200092,P.R.China）
ZHANG Yu（Department of Mathematics,College of Sciences,Shanghai University,Shanghai 200444,P.R.China）
CAI Li（Department of Mathematics,College of Sciences,Shanghai University,Shanghai 200444,P.R.China） |
| |
| 摘 要： |
|
| 关 键 词： | nonlinear complementarity problem(NCP)function filter sequence of quadratic programming(SQP) global convergence. 结合 线性互补问题 函数 滤子 二次规划算法 NCP function complementarity problem nonlinear optimization problem prove superlinear convergence rates mild conditions instead penalty parameter adjustment methods characterized dominance concept |
| 收稿时间： | 2006-07-18 |
| 修稿时间： | 2006年7月18日 |
Filter-sequence of quadratic programming method with nonlinear complementarity problem function |
| |
| Zhong Jin,Ding-guo Pu,Yu Zhang,Li Cai.Filter-sequence of quadratic programming method with nonlinear complementarity problem function[J].Journal of Shanghai University(English Edition),2008,12(2):97-101. |
| |
| Authors: | Zhong Jin Ding-guo Pu Yu Zhang Li Cai |
| |
| Institution: | 1. Department of Mathematics,College of Sciences,Shanghai University,Shanghai 200444,P.R.China
2. Department of Mathematics,Tongji University,Shanghai 200092,P.R.China |
| |
| Abstract: | A mechanism for proving global convergence in filter-SQP(sequence of quadratic programming)method with the nonlinear complementarity problem(NCP)function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions. |
| |
| Keywords: | nonlinear complementarity problem(NCP)function filter sequence of quadratic programming(SQP) global convergence |
| 本文献已被 维普 万方数据 SpringerLink 等数据库收录！ |
| 点击此处可从《上海大学学报(英文版)》浏览原始摘要信息 |
| 点击此处可从《上海大学学报(英文版)》下载免费的PDF全文 |
|
