摘要
本文给出了一个SQP新算法，其特点是使用了非单调搜索，并不再使用严格互补条件，使得算法在一定阶段后具有十分简洁的形式并保持整体收敛与超线性收敛性．
This paper prop0ses a new SQP algorithm. The algorithm uses the nonmonotone line search and no longer uses the strict complementary condition. The algorithm is globally andsuperlinearly convergent and has a simpler f0rm after reaching a certain iterative extention.
出处
《运筹学学报》
CSCD
1998年第1期56-63,共8页
Operations Research Transactions
关键词
非单调搜索
超线性收敛
非线性规划
SQP算法
Nonmonotone line search, strict complementary condition, global convergence, superlinear convergence
