积极集策略是在约束最优化问题中减少约束条件个数的一个有效手段.基于此策略,结合序列二次规划(SQP)方法,并利用滤子以避免罚函数的使用,提出了一类积极集SQP滤子方法,并在合理条件下证明了算法的全局收敛性.数值结果表明算法是有效的.
The active set technique is one of the most effective methods for reducing the number of constraints in the nonlinear optimization. Based on this technique and the sequential quadratic programming (SQP) method,a new active set filter SQP method is proposed in which the penalty function is not required by filter strategy. The global convergence is obtained under some reasonable conditions. And some numerical results are reported in this paper.