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| 摘要: |
| 本文研究了求解半无限规划离散化问题(P) 的一个新的算法. 利用序列二次规划(SQP) 两阶段方法和约束指标集的修正技术, 提出了求解(P) 的一个两阶段SQP 算法. 算法结构简单, 搜索方向的计算成本较低. 在适当的条件下, 证明了算法具有全局收敛性. 数值试验结果表明算法是有效的. 推广了文献[4] 中求解(P) 的算法. |
| 关键词: 半无限规划 离散化问题 两阶段 序列二次规划 全局收敛 |
| DOI： |
| 分类号:O221.2 |
| 基金项目:国家自然科学基金(11271086)和广西自然科学基金(2014GXNSFBA118002)资助. |
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| A TWO PHASE SQP ALGORITHM FOR THE DISCRETIZED PROBLEMS FROM SEMI-INFINITE PROGRAMMING |
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XU Qing-juan,JIAN Jin-bao
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| Abstract: |
| In this paper, we study a new algorithm for the discretized problem (P) from semi-infinite programming. Using sequential quadratic programming (SQP), two phase method and the technique of updating constraint index set, we present a new two phase SQP algorithm. The structure is simple, and the computation cost of search direction is low. Under some proper conditions, the global convergence is proved. Numerical experiments results show that the proposed algorithm is effective. |
| Key words: semi-infinite programming discretized problems two phase SQP global convergence |
