基于并行计算的多方向强次可行模松弛SQP算法

摘要

本文研究求解非线性约束优化问题.利用多方向并行方法,提出了一个新的强次可行模松弛序列二次规划(SQP)算法.数值试验表明,迭代次数和计算时间少于只取单一参数的传统算法.%In this paper, we aim to solve nonlinear constrained optimization. By making use parallel multiple directions method, a new strongly sub-feasible norm-relaxed sequential quadratic programming (SQP) algorithm is proposed, and numerical results show that the number of iterations and the computational time are obviously less than the traditional algorithm with single parameter.