非线性约束条件下一个超线性收敛.pdfVIP

H40H6i f f Vol.40, No. 6 1997e11 ACTA MATHEMATICA SINICA Nov., 1997 FgjpZaMemHgjYT PhED
 ∗   (zgygi 100080) q l v  x z SQP  !#$#x%()*$w+,-. /0$#1234567y 56 IL  !#56 MR(1991) uGQ 65K05, 90C30 sbGQ O211 A Superlinear Convergent Feasible Method for Nonlinear Programming with Nonlinear Inequality Constraints Gao Ziyou Wu Fang (Institute of Applied Mathematics, Academia Sinica, Beijing 100080, China) Abstract A new SQP type feasible algorithm is proposed for the minimization of a continuously differentiable function subject to nonlinear inequality constraints. The algorithm only needs to solve one quadratic programming subproblem per iteration and can produce feasible successive iterates which have global convergence and superlinear convergence under some suitable assumptions. Keywords Constrained optimization, Feasible method, Superlinear convergence 1991 MR Subject Classification 65K05, 90C30 Chinese Library Classification O221 0 ok QKZEBKZRNuB mRvBkssBhlWBRksVZ KBJkW [1,2] . wGBWZQDVqXksBmB DVBJOYBqnxmaQTy ( SQP) DZ VBsw SQP DZVmMBAJZmBDZVZKA BJWBqmABmlWBv qQEBKZmRMBKZJOpr kj 1991-12-02, gj 1997-01-30, j 1997-03-11 zxgP ∗ HG g 100044 896 e e 40 BWZVVEVNmLstB 1987 dPanier Tits [1] UPpPmm SQP DBWZV PVNKZJOB [1] pw qDJmVZKs mBTySpsmm “m” ZQ (S [1] pBV mmeBTy), tZKBOTB oVNKZJZ Pd [1] BpPmmTB SQP DWZVV VZKBJWbSpVvJZmKZJO BpBl [1] 1 dJC UDBKZ (P) min f (x) s.t. x ∈ X, n k X = x ∈ E (x) ≤ 0, j = 1, 2, · ·