求解约束问题的自适应SQP过滤器算法.pdfVIP

Abstract 硕士论文 Abstract isoneofthemosteffectivemethodsfornonlinear SQPalgorithm programming andused method involvesfour in widely．Thegenerally aspects are processing．They the definitenessoftheHessian of positivity matrix，the QPsub-problem compatibility oftheinitial Maratoseffects．The is ，thefeasibility points，and SQPalgorithmusually combinedwithfiltertoovercomethe of asuitable factor．In difficultyselecting penalty this makesomemodificationsonthetraditional paper，we SQP usetheinformationofthe functionvalueto theHessianmatrix．Second approximate inordertoto increasethetoleranceof modifyQPsub-problems，we sub-problem． revisethe criteriaofthefilter Third，we acceptance byadaptingtechnique．Inaddition， we isnot therestoration processQPsub-problems，whichfeasible，and present process indetail．Theresultofthe data thatthenew not experiment only suggests algorithm hasan efficient alsofeasible convergence，but SQP；Nonlinear Keywords： Programming；Filter；Adaptive II 硕士论文 求解约束问题的自适应SQP过滤器算法