| 引用本文： |
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刘美杏,简金宝.约束优化问题稳定序列二次规划方法研究综述[J].广西科学,2016,23(5):385-391. [点击复制]
- LIU Meixing,JIAN Jinbao.An Overview of the Researches on Stabilized Sequential Quadratic Programming Methods for Constrained Optimization Problems[J].Guangxi Sciences,2016,23(5):385-391. [点击复制]
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| 摘要: |
| 稳定序列二次规划(sSQP)方法由于在求解病态或退化约束优化问题获得理论与数值的突破性进展而备受关注,重要成果频繁问世.本文对近期国际上若干重要sSQP方法及其思想进行概述,包括罚函数型sSQP方法,滤子型sSQP方法和非精确恢复(IR)型sSQP方法等,并对约束优化问题sSQP方法的进一步研究进行探索性思考. |
| 关键词: 约束优化问题 稳定序列二次规划 收敛速度 |
| DOI：10.13656/j.cnki.gxkx.20161121.006 |
| 投稿时间：2016-07-01修订日期：2016-08-27 |
| 基金项目:国家自然科学基金项目(11271086),广西自然科学基金项目(2014GXNSFFA118001),广西高校科研项目(ZD201407)和复杂系统优化与大数据重点实验室开放基金项目(2015CSOBDP0203)资助。 |
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| An Overview of the Researches on Stabilized Sequential Quadratic Programming Methods for Constrained Optimization Problems |
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LIU Meixing, JIAN Jinbao
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| (Guangxi Colleges and Universities Key Lab of Complex System Optimization and Big Data Processing, Yulin Normal University, Yulin, Guangxi, 537000, China) |
| Abstract: |
| The stabilized sequential quadratic programming (sSQP) methods attract great attention with respect to the theoretical and numerical breakthrough for solving ill-posed or degenerate constrained optimization problems,and many important references about sSQP methods were published.This paper gives an overview on some important sSQP methods,which mainly include penalty function type sSQP methods,filter type sSQP methods and inexact restoration (IR) type sSQP methods,and a few exploratory considerations for further study on sSQP methods are given. |
| Key words: constrained optimization problems stabilized sequential quadratic programming convergence rate |
