剖析序列二次规划.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. 序列二次规划法 Sequential Quadratic Programming (SQP) A Quadratic Programming (QP) Subproblem SQP Implementation 序列二次规划法 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 . 序列二次规划法 序列二次规划法 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,