In our algorithm, a penalty function is applied to regularize the constraints, GS is employed to overcome the subdifferential calculation burden and make the search direction computation effective in nonsmooth regions, and SQP is used for getting a local linearization. We prove the global convergence...
SQP Algorithm \begin{aligned} \min\ &f(\boldsymbol{x}_k)+\nabla f(\boldsymbol{x}_k)^T\boldsymbol{d}_k+\frac{1}{2}\boldsymbol{d}_k^T\nabla^2f(\boldsymbol{x}_k)\boldsymbol{d}_k\\ s.t.\ &h(\boldsymbol{x}_k)+\nabla h(\boldsymbol{x}_k)^T\boldsymbol{d}_k=0\\...
Owing to the nonlinear nature of the stochastic program, a sequential quadratic programming algorithm is developed to solve the problem. The cumbersome multivariate integration in calculating the yield is approximated by a Monte Carlo simulation and the highly nonlinear yield constraint is supported by ...
PerformanceImprovementAlgorithmsinanF 15Airplane [R]. -92-3 4 . [4] 李松林 . 飞行 / 推进系统综合控制 - 性能寻优自适应控制研 究 [D]. 南京 : 南京航空航天大学 1998. [5] 袁春飞 孙健国 熊智 等 . 推进系统优化控制模式研究 [J]. 航空动力学报 2003 19(1 :159*163. A Chun fei S Jian guo...
Lagrange-based LP algorithm Gradient projection algorithm 9.5.2.1 Lagrange-based LP算法 这种方法的特点是使用拉格朗日对偶来求解LP问题和用于限制更新步长的信赖域。使用拉格朗日对偶的方法有一些好处,如对于初始的坏的猜测有较低的敏感性、以及在局部区域内较快的收敛性。而信赖域方法的引入则可以限制更新的幅度来...
Genetic algorithmstarting pointThis study presents a hybrid approach by associating the Genetic Algorithm (GA) and the Sequential Quadratic Programming (SQP) to improve the Stutzer Index optimization. The Stutzer Index is a well-recognized portfolio performance measure that provides unbiased estimates of ...
The mathematical basis of this algorithm is developed. A new derivative calculation strategy is introduced in set points optimization. This approach is applied to a central chilled water plant which consists of three chillers, two 3-cell cooling towers, three chilled water pumps and three condenser...
This algorithm makes the best of ergodicity of PieceWise Linear chaotic map to explore the global search while utilizing the sequential quadratic programming to accelerate the local search. To verify the performance of RHGSA, different types of benchmark functions including five unimodal functions and ...
STABILIZED SEQUENTIAL QUADRATIC PROGRAMMING: A SURVEY We review the motivation for, the current state-of-the-art in convergence results, and some open questions concerning the stabilized version of the sequential quadratic programming algorithm for constrained optimization. We also discuss ... D ...
Then,thesequential quadratic programming algorithmof optimization toolbox of MATLAB that is better than the penalty functi. 研究了以单级斜齿圆柱齿轮减速器的体积最小为目标函数,应用可靠性设计理论和现代优化技术建立其可靠性优化设计模型的方法,结合工程实例建立减速器的优化设计模型,采用MATLAB优化工具箱中比惩罚...