A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION
文献类型:期刊论文
作者 | Zhang Juliang; Zhang Xiangsun |
刊名 | 系统科学与复杂性:英文版
![]() |
出版日期 | 2002 |
卷号 | 15.0期号:1.0页码:102-112 |
关键词 | 非线性最优问题 SQP方法 整体收敛 |
ISSN号 | 1009-6124 |
其他题名 | A robust SQP method based on a smoothing approximate penalty function for inequality constrained optimization |
英文摘要 | A robust SQP method,which is analogous to Fachinei's algorthm,is introduced.The algorthm is globally convergent.It uses automatic rules for choosing penalty parameter,and can efficiently cope with the possible inconsistency of the quadratic search subproblem,in addition,the algorithm employs a differentiable approximate exact penalty function as a merit function.Unlike the merit function in Facchinei's algorithm,which is quite complicated and is not easy to be implemented in practice,this new merit function is very simple.As a result,we can use the Facchinei's idea to construct an algorithm which is easy to be implemented in practice. |
语种 | 中文 |
CSCD记录号 | CSCD:1364050 |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/54467] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | 中国科学院数学与系统科学研究院 |
推荐引用方式 GB/T 7714 | Zhang Juliang,Zhang Xiangsun. A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION[J]. 系统科学与复杂性:英文版,2002,15.0(1.0):102-112. |
APA | Zhang Juliang,&Zhang Xiangsun.(2002).A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION.系统科学与复杂性:英文版,15.0(1.0),102-112. |
MLA | Zhang Juliang,et al."A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION".系统科学与复杂性:英文版 15.0.1.0(2002):102-112. |
入库方式: OAI收割
来源:数学与系统科学研究院
浏览0
下载0
收藏0
其他版本
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。