| 离散半无限规划的一个超线性收敛的SQP算法 |
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| 引用本文： | 韦春妙,朱志斌,刘平. 离散半无限规划的一个超线性收敛的SQP算法[J]. 桂林电子科技大学学报, 2009, 29(2) |
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| 作者姓名： | 韦春妙 朱志斌 刘平 |
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| 作者单位： | 挂林电子科技大学数学与计算科学学院,广西桂林,5410041;广西工学院信息与计算科学系,广西柳州,545006;挂林电子科技大学数学与计算科学学院,广西桂林,5410041 |
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| 基金项目： | 国家自然科学基金，广西自然科学基金，中国博士后科学基金 |
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| 摘 要： | 讨论离散半无限规划问题,结合更新离散指标集的技术,提出一种新的可行序列二次规划(FSQP)算法求解由半无限规划(SIP)转化到离散半无限(DSI)问题,使得可行下降方向仅通过求解一个QP子问题可获得,为克服马太效应,高阶校正通过求解带有包含某个约束集的线性方程组所得.在适当的条件下,证明了算法的全局收敛性和超线性收敛性.
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| 关 键 词： | 半无限规划 可行序列二次规划 线性方程组 全局收敛性 超线性收敛性 |
A Superlinearly Convergent SQP Algorithm for Infinte Discretized Problems From Semi-infinite Programming |
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| WEI Chun-miao,ZHU Zhi-bin,LIU Ping. A Superlinearly Convergent SQP Algorithm for Infinte Discretized Problems From Semi-infinite Programming[J]. Journal of Guilin University of Electronic Technology, 2009, 29(2) |
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| Authors: | WEI Chun-miao ZHU Zhi-bin LIU Ping |
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| Affiliation: | 1.School of Mathematics and Computational Sciences;Guilin University of Electronic Technology;Guilin 541004 China;2.School of Informational and Computational Sciences;Guangxi University of Technology;Liuzhou 545006;China |
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| Abstract: | A class of finely discretized semi-infinite programming(SIP) problems are discussed in this paper.In light of the technique of updating discretization index set,we present a new feasible sequential quadratic programming(FSQP) algorithm to solve the Discretized Semi-Infinite(DSI) problems from SIP.A feasible descention is obtained by solving only one QP sub-problem.In order to avoid Maratos effect,a high-order revised direction is computed by solving a linear system with involving some "active" constraints.T... |
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