一类求解非线性规划问题的滤子序列二次规划(SQP)方法被提出.为了提高收敛速度,给目标函数和约束违反度函数都设置了斜边界.二次规划子问题(QP)设置为两项:不等式约束QP和等式约束QP.两个子问题产生的搜索方向进行线性迭加后为算法的搜索方向.这样的设置可以改善收敛性,并调节算法运行中的一些不良效果.在较温和的条件下,可得到全局收敛性.
In this paper,we present a filter sequential quadratic programming(SQP) algorithm for solving nonlinear programming problems.To promote faster convergence,we set slanting envelops for both constraint violation and the objective function in filter conditions.With an additional equality constrained phase in QP subprpblem,it can also promote faster convergence and improve performance in the presence of ill conditioning.Under some mild conditions,the global convergence is derived.