求解非线性约束优化的滤子与其修正方法.pdfVIP

ÆÆ℄℄ ℄Fletcher Leyffer 2002 ℄℄ ℄ () ℄ () ℄ I Abstract Abstract Optimization is an emerging discipline which has a strong content. It is an important branch of applied mathematics. Optimization is to obtain the best solution among the many given methods in practical problems. With the development of science, nonlinear constrained programming plays more and more important role in the real life. So the study of method is essential. Sequential quadratic programming method is one of the most effective methods. But The sequential quadratic programming may not convergent if the initial point is far away from the solution. To solve the problem, many authors always use the penalty function. But, for penalty function, its penalty parameter is difficult to obtain. To overcome this problem, filter method is proposed by Fletcher and Leyffer in 2002. Because of the good numerial results, filter method is studied by more and more authors. Since the filter acceptance criterion requires that the trial point compares with all the points in the filter, it implies that all the information about the points in the filter are needed. Another penalty-free-type method is proposed. The major new results of this thesis contain the following two respects: (i) There are two aspects for