在线咨询
中国工业与应用数学学会会刊
主管：中华人民共和国教育部
主办：西安交通大学
ISSN 1005-3085  CN 61-1269/O1
工程数学学报

工程数学学报 ›› 2016, Vol. 33 ›› Issue (5): 517-533.doi: 10.3969/j.issn.1005-3085.2016.05.007

• • 上一篇    下一篇

一类求解非线性规划的修正斜边界滤子方法(英)

刘美玲1,  李学迁2   

  1. 1- 上海电机学院数理教学部，上海  201306
    2- 上海理工大学管理学院，上海 200093
  • 收稿日期:2015-01-20 接受日期:2016-04-19 出版日期:2016-10-05 发布日期:2016-12-15
  • 基金资助:
    国家自然科学基金 (11371281)；上海市青年高校教师培训资助计划 (ZZSDJ13008)；上海电子科技大学重点学科建设项目 (13XKJC01).

A Modified Slanting Filter Method for Nonlinear Programming

LIU Mei-ling1,  LI Xue-qian2   

  1. 1- Department of Mathematics and Physics, Shanghai Dianji University, Shanghai 201306
    2- Business School, University of Shanghai for Science and Technology, Shanghai 200093
  • Received:2015-01-20 Accepted:2016-04-19 Online:2016-10-05 Published:2016-12-15
  • Supported by:
    The National Natural Science Foundation of China (11371281); the Young College Teacher Training Subsidy Scheme of Shanghai (ZZSDJ13008); the Key Discipline Construction Project of Shanghai Dianji University (13XKJC01).

PDF (PC)

5

摘要： 本文给出一类修正的斜边界滤子方法，结合序列二次规划方法求解非线性规划问题．我们将目标函数方向和约束违反度方向均设置了斜边界，用以构造充分减少条件．同时，和经典滤子相比，新的滤子接受试探点更加灵活，改善了迭代点的被接受机会．新的滤子也具备经典滤子的“包含性”，并被用于可行恢复项中．在较弱的条件下，可以得到全局收敛性．最后，给出了数值实验结果．

关键词: 非线性规划, 滤子, 斜边界, SQP, 全局收敛

Abstract: In this paper, we propose a modified slanting filter technique combined with sequ-ential quadratic programming (SQP) method to solve nonlinear programming problems. In order to produce the sufficient reduction conditions, the slanting envelopes are set in the objective function direction and the constraint violation direction. Comparing with the classic filter, the new filter accepts reasonable steps flexibly. It provides a mechanism whereby the acceptance chance of the iterates is improved and shares the feature with the classic filter approach, called the inclusion property. The new filter criterion is also used for a restoration filter in feasibility restoration phase. Under some mild conditions, the global convergence properties are obtained. The preliminary numerical results are presented.

Key words: nonlinear programming, filter, slanting envelope, SQP, global convergence

中图分类号: