约束优化的序列简单二次约束二次规划强次可行算法摘要本学位论文针对非线性不等式约束优化问题,提出了一个带简单二次约束的序列二次约束二次规划(SSQCQP),通过求解一个目标函数是凸二次的、,,通过求解一个线性方程组(SLE),首先设计了一个试探步,由此不仅简化了理论分析,而且在数值实验上也减少了计算量,(SOAC),它与一般的二阶逼近条件具有相同的形式,,,,,,对算法做了初步的数值试验,:约束优化收敛速度线性方程组强次可行方向法二阶逼近条件序列二次约束二次规划ASEQUENTIALSIMPLEQUADRATICALLYCoNSTRAINEDQUADRATICPRoGRAMMINGMETHoDoFSTRoNGI,-equalityconstraints,andpresentsasequentialsimplequadraticallycon-strainedquadraticprogramming(SSQCQP)methodofstronglysub-—trary,andthemainsearchdirectionisobtainedbysolvingonesubprob--orderconeprogram,,themainsearchdirectioniscorrectedbyasystemoflinearequations(SLE).Inthearcsearch,wedesignatentativestepwhichnotonlysimplifythetheoreticalanalysis,●-orderapproximatecon-dition(SOAC)eptedLdhassimilarforlthe?~,monSOACitisweakerthanthestrongSOAC,further,—Fromovitzconstraintqualification(MFCQ),,thestrongandsuperlinearconvergenceareobtainedan-,:constrainedoptimization;sequentialquadraticallycon-strainedquadraticprogramming;systemsoflineareq-uations;methodofstronglysub-feasibledirections;rateofconvergence;second-orderapproximateconditi
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