摘要
提出了一种修正的SQP算法求解带约束的极大极小问题,仅添加一个额外的变量,将带约束的极大极小问题转化为序列二次规划问题。证明了在合理的假设条件下,序列二次规划问题的极小值点就是原问题的极小值点。数值结果表明这种SQP算法是求解带约束有限极大极小问题的一种有效算法。
A SQP algorithm to tackle constrained min-max problems was introduced .Adding just one extra variable ,a constrained min-max problem was transformed into sequence quadratic programming problem .It is proved that ,under certain reasonable assumptions ,the minimize of this sequence quadratic programming problem is equivalent to the minimize of the original constrained one .The numerical results demonstrate that the SQP algorithm is an effective and promising approach for solving constrained finite min-max problems .
出处
《衡阳师范学院学报》
2014年第3期8-10,共3页
Journal of Hengyang Normal University
基金
湖南省"十二五"重点建设学科资助项目(湘教发[2011]76号)
