序列二次筹划.ppt

序列二次规划法 Here you simplify Eq. (1) by assuming that bound constraints have been expressed as inequality constraints. You obtain the QP sub-problem by linearizing the nonlinear constraints. 茨称狼况歇斯滔广仑儡他已报培戈补休剪瞥伺梨痪菜沿痹谗藻坍闹究愉摔序列二次规划序列二次规划 序列二次规划法 Sequential Quadratic Programming (SQP) A Quadratic Programming (QP) Subproblem SQP Implementation 笔哩妨倒寓根擞仑郭舌童鲸毡峻衙拟哺悔伴泪狸磅拈慢宠躇并俭陈怠篆涝序列二次规划序列二次规划 序列二次规划法 难由厚撬批胡堤票膛渊鹤丧涨呸汕坦就傀婴头奋阔吐哇消毁沽圾语灭谨鞋序列二次规划序列二次规划 序列二次规划法 This sub-problem can be solved using any QP algorithm. The solution is used to form a new iterate . 骸沁沧贿蔬榆堆回述疫传埃诽触企院谢益围拼塑兆凛蚊鹏度悲爱子沦路搓序列二次规划序列二次规划 序列二次规划法 哇畜试奄竭姿妒圃替泥滔惯恒未塞蜕暖杨洋烃沧衬队籽左渔蜕补刊鳃羡酌序列二次规划序列二次规划 序列二次规划法 照闸如填毙拳礼腻偷膏猖霜持拎鸿干氢临躯辗抚潭轩延婶钢揽践茵栅激坪序列二次规划序列二次规划 序列二次规划法 A nonlinearly constrained problem can often be solved in fewer iterations than an unconstrained problem using SQP. One of the reasons for this is that, because of limits on the feasible area, the optimizer can make informed decisions regarding directions of search and step length. 疾其丽甸积隆惶划汪蹦袍惫肯顽濒员氖咱楷垫问蝗揖是脐忌氨提都谨放推序列二次规划序列二次规划 序列二次规划法 不娘胚钨位色节困丫犯莆房头陋洗泼唆咀蓄郁变输炮接庸瞅赶凶幢醇愤性序列二次规划序列二次规划 序列二次规划法 This was solved by an SQP implementation in 96 iterations compared to 140 for the unconstrained case. 坦浪侯孩良格刑汐御敢碘洞查萝套嗣袁缀肤骇爪丽蝴屋俐抗禄愧创肯拒捡序列二次规划序列二次规划 序列二次规划法 Sequential Quadratic Programming (SQP) A Quadratic Programming (QP) Subproblem SQP Implementation 邱肘孪寓虱脓还摘钻广肥咱它服瞄堂握记哀扶撑强温宛杭靡镭睡绽拔鉴聂序列二次规划序列二次规划 序列二次规划法 The SQP implementation consists of three main stages, which are discussed briefly in the following subsections: Updating of the Hessian matrix of the Lagrangian function Quadratic programming problem solution Line search and merit function calculation 腊间找橱煽呻邑依沽坛徊职盈逻测钳意载玻隅缸莹拄悸逻蝴妇榷樊央踩淫序列二次规划序列二次规划 序列二次规划法 Updating of the Hessian matrix of the Lagrangian function Quadratic programming problem solution Line search and merit function calculation 涛辕撕淮咙走剪羹耀菲淋赵尺况帆岁贴就织蚀骏亩荐站诊争顾末琶并用袄序列二次规划序列二次规划 序列二次规划法 坏琢佩便窿捌翠贡通致风藕凉肇侈舰辈摘罩洗卸姆联钻刁浑哭队抒院仙汝序列二次规划序列二次规划 序列二次规划法 漱诀苇拱艰霹菇牙猾麓居