提出使用两块校正方法结合滤子线搜索策略求解带等式约束的非线性规划问题,滤子方法的使用避免了使用罚函数法时每次确定罚参数的困难,并且证明了在一定的假设条件下该算法的整体收敛性.数值计算结果表明本算法有效。
A line search filter two piece update of reduced Hessian method is proposed for nonlinear constrained programming by using Fletcher and Leyffer's filter method, which replaces the traditional merit function. We develop a two - piece updated projected Hessian algorithm with line search filter to solve nonlinear equality constrained optimization. Under mild assumptions it is shown that every limit point of the sequence of iterates generated by the algorithm is feasible, and that there exists at least one limit point that is a stationary point for the problem under consideration. The numerical experiments indicate that the algorithm is eft. ective.