求解非线性约束优化的滤子及其修正方法

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12、,DC{47.3IAbstractAbstractOptimizationisanemergingdisciplinewhichhasastrongcontent.Itisanimportantbranchofappliedmathematics.Optimizationistoobtainthebestsolutionamongthemanygivenmethodsinpracticalproblems.Withthedevelopmentofscience,nonlinearconstrainedprogrammingplaysmoreandmore

13、importantroleinthereallife.Sothestudyofmethodisessential.Sequentialquadraticprogrammingmethodisoneofthemosteffectivemethods.ButThesequentialquadraticprogrammingmaynotconvergentiftheinitialpointisfarawayfromthesolution.Tosolvetheproblem,manyauthorsalwaysusethepenaltyfunction.But,forpenaltyfunct

14、ion,itspenaltyparameterisdifficulttoobtain.Toovercomethisproblem,filtermethodisproposedbyFletcherandLeyfferin2002.Becauseofthegoodnumerialresults,filtermethodisstudiedbymoreandmoreauthors.Sincethefilteracceptancecriterionrequiresthatthetrialpointcompareswithallthepointsinthefilter,itimpliesthatallth

15、einformationaboutthepointsinthefilterareneeded.Anotherpenalty-free-typemethodisproposed.Themajornewresultsofthisthesiscontainthefollowingtworespects:(i)Therearetwoaspectsforimprovingthefiltermethod.Firstly,atri-dimensionalfiltermethodisproposedw