约束Minimax问题的无罚函数无滤子的SQP算法
发布时间：2019-04-13 18:51
【摘要】：文章提出了一种求解带等式与不等式约束的minimax问题的既无罚函数又无滤子的SQP算法。首先引入了ε-积极约束集,在此基础上建立了两个新的二次规划子问题得到搜索方向,既克服了Maratos效应,又大大地减少了算法的运算量;另外给出了一种新的线性搜索步长策略,该方法既避免了罚因子的选取,又减小了计算机储存量;在适当的假设条件下,证明了算法的全局收敛性;初步数值实验验证了算法的有效性与优越性。
[Abstract]:In this paper, a SQP algorithm without penalty function and filter for solving minimax problem with equality and inequality constraints is presented. First, the 蔚-positive constraint set is introduced, and two new quadratic programming subproblems are established to obtain the search direction, which not only overcomes the Maratos effect, but also greatly reduces the computational complexity of the algorithm. In addition, a new linear search step-size strategy is proposed, which not only avoids the choice of penalty factor, but also reduces the computer storage, and proves the global convergence of the algorithm under appropriate assumptions. The effectiveness and superiority of the algorithm are verified by preliminary numerical experiments.
【作者单位】： 太原师范学院数学系;
【基金】：国家自然科学基金(批准号:11171250)
【分类号】：O221
本文编号：2457834
[Abstract]:In this paper, a SQP algorithm without penalty function and filter for solving minimax problem with equality and inequality constraints is presented. First, the 蔚-positive constraint set is introduced, and two new quadratic programming subproblems are established to obtain the search direction, which not only overcomes the Maratos effect, but also greatly reduces the computational complexity of the algorithm. In addition, a new linear search step-size strategy is proposed, which not only avoids the choice of penalty factor, but also reduces the computer storage, and proves the global convergence of the algorithm under appropriate assumptions. The effectiveness and superiority of the algorithm are verified by preliminary numerical experiments.
【作者单位】： 太原师范学院数学系;
【基金】：国家自然科学基金(批准号:11171250)
【分类号】：O221
【相似文献】
相关期刊论文 前1条
1 赵仲哲;关于Kuhn-Tucker定理[J];北京大学学报(自然科学);1962年04期
相关会议论文 前2条
1 邹涛;李少远;丁宝苍;;基于扩张终端约束集的非线性双模预测控制策略[A];第二十四届中国控制会议论文集（上册）[C];2005年
2 李桂君;;基于约束集理论(TOC)的多项目顺序安排[A];现代工业工程与管理研讨会会议论文集[C];2006年
，本文编号：2457834
本文链接：https://www.wllwen.com/kejilunwen/yysx/2457834.html
