本文将滤子法用到SQP方法中,通过减小违反约束度函数值和一个逼近目标函数的函数值来确定试探步是否被滤子接受.此方法不同于其他滤子法,它不需要减小信赖域半径而是通过改变步长因子来保证充分下降性.本文在一定条件下获得了全局收敛性.
In this paper,the filter approach is employed in a SQP algorithm. We reduce the degree of constraint violation and some function to decide whether to accept the trial step,and the function is closely related to the objective function. This algorithm is different from other filter algorithms. The efficient decrease condition is controlled by reducing the step length rather than reducing the trust region radius. Under some conditions, the global convergence property is obtained.