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关于不等式约束优化问题的一类SQP算法的注记

A NOTE ON SQP METHOD FOR INEQUALITY CONSTRAINED OPTIMIZATION PROBLEMS
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摘要 指出参考文献[3]中主要结果定理1的证明中的一个错误. In this note, we pointed out that the proof of the main theorem in [3] contains a gap.
作者 宋丹 宋文
机构地区 哈尔滨师范大学
出处 《哈尔滨师范大学自然科学学报》 CAS 2008年第5期5-6,19,共3页 Natural Science Journal of Harbin Normal University
基金 黑龙江省自然科学基金项目(A200607)
关键词 SQP算法 不等式约束优化问题 全局收敛性 SQP method Inequality constrained optimization Global convergence
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参考文献1

二级参考文献31

  • 1Boggs, P.T., Tolle, J.W., Wang, P., On the local convergence of quasi-Newton methods for constrained optimization, SIAM J. on Control and Optimization, 20(1982), 161-171.
  • 2Boggs, P.T., Kearsley, A.J., Tolle, J.W., A global convergence analysis of an algorithm for largescale nonlinear optimization problems, SIAM J. Optimization, 9(1999), 833-862.
  • 3Bonnans, J.F., Launay, G., Sequential quadratic programming with penalization of displacement,SIAM J. Optimization, 54(1995), 792-812.
  • 4Burke, J.V., A sequential quadratic programming method for potentially infeasible mathematical programs, J. Math. Annal. Appl. 139(1989), 319-351.
  • 5Burke, J.V., Han, S.P., A robust SQP method, Mathematical Programming, 43(1989), 277-303.
  • 6Burke, J.V., Han, S.P., A Gauss-Newton approach to solving genelized inequalities, Mathematics of Operation Resaerch, 11(1986), 632--643.
  • 7Coleman, T.F., Conn, A.R., Nonlinear programming via an exact penalty function: asymptotic analysis, Mathematical Programming, 24(1982), 123-136.
  • 8DE O. Pantoja, J.F.A., Mayne, D.Q., Exact penalty function algorithm with simple updating of the penalty parameter, Journal of Optimization Theory and Application, 69(1991), 441-467.
  • 9Facchinei, F., Robust recursive quadratic p. rogramming algorithm model with global and superlinearconver gence properties, Journal of Optimization Theory and Aplication, 92(1997), 543-579.
  • 10Fletcher, R. Practical Methods for Optimization, Vol. 2, Constrained Optimization (John Wiley and Sons. Chichester, 1981).

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