A  ROBUST  SQP  METHOD  BASED  ON  A  SMOOTHING  APPROXIMATE  PENALTY  FUNCTION  FOR  INEQUALITY  CONSTRAINED  OPTIMIZATION

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	A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION
其他题名	A robust SQP method based on a smoothing approximate penalty function for inequality constrained optimization
	Zhang Juliang; Zhang Xiangsun
	2002-01-01
发表期刊	系统科学与复杂性：英文版
ISSN	1009-6124
卷号	15.0 期号:1.0 页码:102-112
摘要	A robust SQP method,which is analogous to Fachinei's algorthm,is introduced.The algorthm is globally convergent.It uses automatic rules for choosing penalty parameter,and can efficiently cope with the possible inconsistency of the quadratic search subproblem,in addition,the algorithm employs a differentiable approximate exact penalty function as a merit function.Unlike the merit function in Facchinei's algorithm,which is quite complicated and is not easy to be implemented in practice,this new merit function is very simple.As a result,we can use the Facchinei's idea to construct an algorithm which is easy to be implemented in practice.
其他摘要	A robust SQP method, which is analogous to Facchinei's algorithm, is intro-duced. The algorithm is globally convergent. It uses automatic rules for choosing penalty parameter, and can efficiently cope with the possible inconsistency of the quadratic search subproblem. In addition, the algorithm employs a differentiable approximate exact penalty function as a merit function. Unlike the merit function in Facchinei's algorithm, which is quite complicated and is not easy to be implemented in practice, this new merit function is very simple. As a result, we can use the Facchinei's idea to construct an algorithm which is easy to be implemented in practice.
关键词	非线性最优问题 SQP方法整体收敛
收录类别	CSCD
语种	中文
CSCD记录号	CSCD:1364050
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/54468
专题	中国科学院数学与系统科学研究院
作者单位	中国科学院数学与系统科学研究院
推荐引用方式 GB/T 7714	Zhang Juliang,Zhang Xiangsun. A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION[J]. 系统科学与复杂性：英文版,2002,15.0(1.0):102-112.
APA	Zhang Juliang,&Zhang Xiangsun.(2002).A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION.系统科学与复杂性：英文版,15.0(1.0),102-112.
MLA	Zhang Juliang,et al."A ROBUST SQP METHOD BASED ON A SMOOTHING APPROXIMATE PENALTY FUNCTION FOR INEQUALITY CONSTRAINED OPTIMIZATION".系统科学与复杂性：英文版 15.0.1.0(2002):102-112.