| 带理性运动极限的序列二次规划算法 |
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| 引用本文： | 隋允康, 张爱清, 龙连春. 带理性运动极限的序列二次规划算法[J]. 北京工业大学学报, 2008, 34(11): 1121-1126. |
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| 作者姓名： | 隋允康 张爱清 龙连春 |
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| 作者单位： | 1.北京工业大学机械工程与应用电子技术学院, 北京 100022 |
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| 基金项目： | 汽车车身先进设计制造国家重点实验室开放基金，高等学校博士学科点专项科研基金 |
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| 摘 要： | 序列二次规划(SQP)算法的基本思想是通过一系列的二次规划(QP)子问题来逐次逼近原问题.为了给定QP子问题一个更加合适的求解空间(超多面体),将理性运动极限应用于SQP算法,提出了一种带理性运动极限的序列二次规划算法,从而以较为理性的方式求解搜索方向,而且也有利于确定搜索步长,数值算例表明这一方法是可行且有效的。
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| 关 键 词： | 非线性约束优化 SQP算法 Hesse阵 理性运动极限 |
| 收稿时间： | 2007-05-17 |
Sequential Quadratic Programming With Rational Move Limits |
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| SUI Yun-kang, ZHANG Ai-qing, LONG Lian-chun. Sequential Quadratic Programming With Rational Move Limits[J]. Journal of Beijing University of Technology, 2008, 34(11): 1121-1126. |
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| Authors: | SUI Yun-kang ZHANG Ai-qing LONG Lian-chun |
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| Affiliation: | 1.College of Mechanical Engineering and Applied Electronics Technology, Beijing University of Technology, Beijing 100022, China |
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| Abstract: | The basic idea of the sequential quadratic programming (SQP) algorithm is to approximate and initial model with a sequence of quadratic programming (QP) sub-problems.To choose rational move limits box (super-polyhedron) for QP sub-problems,a new SOP algorithm,SQPRML is presented.Hence,the problem of search direction is solved in a more rational method,and it facilitates to obtain search step size. Numerical examples are presented which show that the algorithm is feasible and efficient. |
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| Keywords: | nonlinear constrained optimization SQP algorithm Hesse matrix rational move limits |
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