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不等式约束极大极小问题的一个新型模松弛强次可行SQCQP算法

本站小编 Free考研考试/2021-12-27

王福胜, 张瑞
太原师范学院数学系, 晋中 030619
收稿日期:2017-01-20出版日期:2018-03-15发布日期:2018-02-03


基金资助:国家自然科学基金(11171250);山西省回国留学人员科研资助项目(2017-104)资助.


A STRONGLY SUB-FEASIBLE NORM-RELAXED SQCQP ALGORITHM FOR THE INEQUALITY CONSTRAINED MINIMAX PROBLEMS

Wang Fusheng, Zhang Rui
Department of Mathematics, Taiyuan Normal University, Jinzhong 030619, China
Received:2017-01-20Online:2018-03-15Published:2018-02-03







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针对带不等式约束的极大极小问题,借鉴一般约束优化问题的模松弛强次可行SQP算法思想,提出了求解不等式约束极大极小问题的一个新型模松弛强次可行SQCQP算法.首先,通过在QCQP子问题中选取合适的罚函数,保证了算法的可行性以及目标函数Fx)的下降性,同时简化QCQP子问题二次约束项参数αk的选取,可保证算法的可行性和收敛性.其次,算法步长的选取合理简单.最后,在适当的假设条件下证明了算法具有全局收敛性及强收敛性.初步的数值试验结果表明算法是可行有效的.
MR(2010)主题分类:
90C30
65K05

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