求解非线性规划的修正滤子信赖域方法.pdf

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A Modified Filter Trust Region Method for Nonlinear Programming
Ke SU
College of Mathematics and Computer, Hebei University, Baoding 071002, P. R. China
Department of Mathematics, Tongji University, Shanghai 200092, P. R. China
E-mail : ******@
Ying LIU
College of Mathematics and Computer, Hebei University, Baoding 071002, P. R. China
Abstract Sequential quadratic programming (SQP) type method is one of the most
effective methods for solving nonlinear programming. Recently, filter method, for its
good numerical results, are extensively studied to handle nonlinear programming prob-
lems. In this paper, a new modified approach combined the filter technique and SQP
trust region method is proposed to tackle the original problem, which ensures that ev-
ery trail poin