兰州大学机构库 >数学与统计学院
关于序列二次规划(SQP)算法求解非线性规划问题的研究
Alternative TitleResearch on Algorithm of Seqential Quadratic Programming for Nonlinear
石国春
Thesis Advisor王海明
2009-06-02
Degree Grantor兰州大学
Place of Conferral兰州
Degree Name硕士
Keyword非线性规划 序列二次规划 积极约束集
Abstract非线性约束优化问题是最一般形式的非线性规划(NLP)问题,近年来,人们通过对它的研究,提出了解决此类问题的许多方法,如罚函数法,可行方向法,及序列二次规划(Sequential Quadratic Programming简写为SQP)方法。 本文主要研究用序列二次规划(SQP)算法求解不等式约束的非线性规划问题。 SQP算法求解非线性约束优化问题主要通过求解一系列二次规划子问题来实现。本文基于对大规模约束优化问题的讨论,研究了积极约束集上的SQP算法。我们在约束优化问题的 积极约束集上构造一个二次规划子问题,通过对该二次规划子问题求解,获得一个搜索方向。利用一般的价值罚函数进行线搜索,得到改进的迭代点。本文证明了这个算法在一定的条件下是全局收敛的。
Other AbstractNonlinear constrained optimization problems are the most generic subjects in mathematical programming.Recently, Many new methods are achieved to solve it,such as penalty function,feasible direction method,sequentia quadratic programming. In this paper,we study the methods for solving inequality constrained optimization problems by asequential quadratic programming algorithm. SQP method generates a sequence of quadratic programming (QP) subproblems.Our motivation for this work is originated from the applications of SQP in solving large-scale problems. we present and study an active set SQP algorithm for inequality constrained optimization.we establish QP subproblems on the active set of the original problem.A search direction is achieved by solving QP subproblems. we present general Exact penalty functions as line search function and obtain a better iterate.the global convergence of our algorithm is established under suitable conditions.
URL查看原文
Language中文
Document Type学位论文
Identifierhttps://ir.lzu.edu.cn/handle/262010/225331
Collection数学与统计学院
Recommended Citation
GB/T 7714
石国春. 关于序列二次规划(SQP)算法求解非线性规划问题的研究[D]. 兰州. 兰州大学,2009.
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