| 引用本文： |
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唐春明,简金宝,郑海艳.一个摄动的可行SQCQP算法[J].广西科学,2009,16(2):105-108. [点击复制]
- TANG Chun-ming,JIAN Jin-bao,ZHENG Hai-yan.A Perturbed Feasible SQCQP Algorithm[J].Guangxi Sciences,2009,16(2):105-108. [点击复制]
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| 摘要: |
| 通过引入新的摄动策略,提出一个摄动的可行序列二次约束二次规划(SQCQP)算法.该算法全局和超线性收敛并且去掉了传统SQCQP算法全局收敛性分析中的一致正定性假设. |
| 关键词: SQCQP 摄动策略 一致正定性 全局收敛 超线性收敛 |
| DOI： |
| 投稿时间：2008-11-17 |
| 基金项目:Supported by China NSF (10771040);Guangxi NSF (064001,0728006);Guangxi University RF (X071088) |
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| A Perturbed Feasible SQCQP Algorithm |
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TANG Chun-ming, JIAN Jin-bao, ZHENG Hai-yan
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| (College of Mathematics and Information Science, Guangxi University, Nanning, Guangxi, 530004, China) |
| Abstract: |
| By introducing a new perturbation strategy,a perturbed feasible sequential quadratically constrained quadratic programming (SQCQP) algorithm is proposed.The algorithm is globally and superlinearly convergent,and the uniformly positive definiteness assumption in the global convergence analysis of traditional SQCQP algorithms is removed. |
| Key words: SQCQP perturbation strategy uniformly positive definiteness global convergence superlinear convergence |
