Filter方法在不等式约束优化问题中的应用.docVIP

Filter方法在不等式约束优化问题中的应用 【摘 要】用filter方法取代罚函数进行线性搜索，又利用序列线性方程组获得搜索方向，使得迭代点能够保证目标函数或约束函数充分下降，在一定假设条件下可以收敛到原问题的最优解。 【关键词】序列线性方程组；罚函数；收敛性 The Application of A Filter Method in Solving Inequality Constrained Optimization Problem ZHENG Xue-lian （Shandong Institute of Business and Technology， Yantai Shandong 264005） 【Abstract】A filter method has been developed which advoids using a penalty parameter to perform linear search . The search direction has been got by Sequential Systems of Linear Equations. The aim is allows a step to be accepted if it reduces either the objective function or the constraint