对一般的具有等式约束和不等式约束的非线性规划问题,提出了一个无罚函数无滤子的信赖域序列二次规划算法.整个算法分为两个阶段,第一阶段计算可行步,以达到减少约束违反度的目的,第二阶段为优化阶段,以减少目标函数的二次模型为目的.此算法中可行步和优化步是相对独立的,任何减少约束违反度的算法都可以应用,具有更大的灵活性.在合理的假设条件下,证明了算法的全局收敛性和局部收敛性.通过数值实验证实了算法的有效性.
A sequential quadratic programming method without using apenalty function or a filter was proposed.The algorithm computes the overall step in two phases.The first phase is to compute a feasibility step.The feasibility phase aims at reducing the infeasibility measure.The second phase,an optimality phase computes a trial point reducing a quadratic model of the objective function.The feasibility and optimality phases are independent in this algorithm;therefore,any method for reducing constraint violation can be used in the feasibility phase.Under mild conditions,the method can be proved to be globally convergent.Numerical results demonstrate the efficiency of this algorithm.