为了对可行序列二次规划算法进行研究与创新,利用逐步逼近思想,对互补约束条件光滑化,将均衡问题等价转化为一个光滑的标准非线性规划问题,进而利用序列二次规划算法思想求解。给出了SQP算法中辅助方向的存在性分析和具体求解方法,使算法更加合理可行。
In this thesis,we make an investigation on feasible sequential quadratic programming algorithm.At first,complementary constraints are smoothed with the idea of successive approximation,and the mathematical programming with equilibrium constraints is changed equivalently a standard smooth nonlinear programming.Then,the smooth nonlinear programming is solved by the idea of above-mentioned sequential quadratic programming algorithms.The existence and detailed solution procedure of the auxiliary direction for the SQP method is presented,which makes the existing algorithm more reasonable and feasible.