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带理性运动极限的序列二次规划算法

Keywords: 非线性约束优化,SQP算法,Hesse阵,理性运动极限

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Abstract:

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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