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摘要:
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 SQP 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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来源 :
Journal of Beijing University of Technology
ISSN: 0254-0037
年份: 2008
期: 11
卷: 34
页码: 1121-1126