要,因此,又称SQP方法为Wilson-Han-Powell方法.它在每次迭代中用一修 正的矩阵Bk代替W(xk,k).近年来,该方法有较好的发展趋势,Powell【25】 提出BFGS—Newton-SQP方法用来求解非线性约束优化问题。孙文瑜【271给出 了求解半光滑约束优化问题的quasi-Newton-SQP型方法及其全局收敛和超 ...
A BFGS-SQP method for nonsmooth, nonconvex, constrained opti- mization and its evaluation using relative minimization profiles. Optimization Methods and Software, 32(1):148- 181, 2017.Curtis, F.E., Mitchell, T., Overton, M.L.: A BFGS-SQP method for nonsmooth, non- convex, constrained ...
修改的BFGS方法及SQP方法的研究 来自知网 作者 刘利英 摘要 BFGS方法是求解无约束优化问题的著名的拟牛顿方法.它只需利用目标函数值和一阶导数的信息,而不需要计算Hessian矩阵,且具有收敛速度快和数值结果好等优点.近年来,许多学者给出了不同的修改的BFGS方法,如F...
[1] presented a BFGS-SQP algorithm for LC1 optimization. 给出了一个用于解决 LC1线性约束优化问题的 BFGS-SQP算法 ,这个算法是用 Armijo线性原则来求步长的 。3. Chen presented a BFGS-SQP algorithm for LC1 optimization. Chen 给出了一个用于解决LC1线性约束优化问题的BFGS-SQP算法, 这个算法是用Armij...
。bfgs久经考验，多用quasiNewton，保准没错。另外，如果hessian好算，那大概率是toy example。。。你...
In this paper, we introduce a cautious BFGS (CBFGS) update criterion in the reduced Hessian sequential quadratic programming (SQP) method. An attractive property of this update criterion is that the generated iterative matrices are always positive definite. Under mild conditions, w...
W¨achter, An SR1/BFGS SQP algorithm for non- convex nonlinear programs with block-diagonal Hessian matrix, Mathematical Program- ming Computation 8 (2016), pp. 435-459.Janka, D., Kirches, C., Sager, S., Wchter, A.: An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with ...
W¨achter, An SR1/BFGS SQP algorithm for non- convex nonlinear programs with block-diagonal Hessian matrix, Mathematical Program- ming Computation 8 (2016), pp. 435-459.Janka, D., Kirches, C., Sager, S., Wchter, A.: An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with ...
Li, "A cautious BFGS update for reduced Hessian SQP," Numerical Algorithms, vol. 44, no. 1, pp. 11-28, 2007.Liu T W,Li D H.A cautious BFGS update for reduced Hessian SQP.Numerical Algorithms. 2007Liu, T.W., Li, D.H.: A cautious BFGS update for reduced Hessian SQP. Numer. ...
Furthermore, we show that if the second order sufficient condition holds at an accumulation point, then the reduced Hessian SQP method with CBFGS update reduces to the reduced Hessian SQP method with ordinary BFGS update. Consequently, the local behavior of the proposed method is the same as ...