<正>A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has globa...
【英文摘要】
A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global c...
【基金】
Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
【更新日期】
2008-05-07
【分类号】
O221
【正文快照】
1 Introduetion This PaPer 15 eoneerned with the following eon- strained nonlinear problem(NLp): Problematie.Let ;(G(二)，H(二))一艺lh‘(二)}+”乙艺max{0，*(二)}·J=1 f(二)，二〔R性H(二)=0，G(二)延0，wheref:R“弓R，H(二)=(h;(二)，hZ(二)，…，hp(二))T:几”*
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