| 极大极小值问题修正的SQP算法 |
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| 引用本文： | 陈源,胡伯霞,李龙,史先铭.极大极小值问题修正的SQP算法[J].衡阳师范学院学报,2014(3):8-10. |
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| 作者姓名： | 陈源 胡伯霞 李龙 史先铭 |
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| 作者单位： | 衡阳师范学院数学与计算科学系,湖南衡阳421002 |
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| 基金项目： | 湖南省“十二五”重点建设学科资助项目（湘教发[2011]76号） |
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| 摘 要： | 提出了一种修正的SQP算法求解带约束的极大极小问题,仅添加一个额外的变量,将带约束的极大极小问题转化为序列二次规划问题。证明了在合理的假设条件下,序列二次规划问题的极小值点就是原问题的极小值点。数值结果表明这种SQP算法是求解带约束有限极大极小问题的一种有效算法。
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| 关 键 词： | 带约束的极大极小问题 约束优化问题 SQP算法 |
A SQP Algorithm for Solving Constrained Min-Max Problems |
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| CHEN Yuan,HU Bo-xia,LI Long,SHI Xian-ming.A SQP Algorithm for Solving Constrained Min-Max Problems[J].journal of Hengyang Normal University,2014(3):8-10. |
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| Authors: | CHEN Yuan HU Bo-xia LI Long SHI Xian-ming |
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| Institution: | (Dept. of Mathematics and Computational Science, Hengyang Normal University, Hengyang Hunan 421002, China) |
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| Abstract: | A SQP algorithm to tackle constrained min-max problems was introduced .Adding just one extra variable ,a constrained min-max problem was transformed into sequence quadratic programming problem .It is proved that ,under certain reasonable assumptions ,the minimize of this sequence quadratic programming problem is equivalent to the minimize of the original constrained one .The numerical results demonstrate that the SQP algorithm is an effective and promising approach for solving constrained finite min-max problems . |
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| Keywords: | min-max problem constrained optimization SQP algorithm |
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