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研究生: 許庭彰
Hsu, Ting-Jang
論文名稱: 從二次半無限規劃解非線性半無限規劃問題
From quadratic semi-infinite programming to solve a nonlinear semi-infinite programming
指導教授: 吳順益
Wu, Soon-Yi
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2005
畢業學年度: 93
語文別: 中文
論文頁數: 19
中文關鍵詞: 非線性半無限規劃K-K-T系統SQP方法
外文關鍵詞: K-K-T system., SQP method, nonlinear semi-infinite programming problem
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  • 在此篇論文中,我們考慮非線性半無限規劃且其限制式為線性函數的問題,藉由解一序列的二次半無限規劃(SQP)去解出此問題。在論文中,展示我們的演算法及此問題的K-K-T系統,並且給出我們演算法的收斂性證明。最後,我們比較我們的演算法和在MATLAB中解半無限規劃的SQP方法,可以發現我們的方法比MATLAB中的方法快。

    We consider the nonlinear semi-infinite program-ming problems (SIP) with linear constraints. We solve this problem via solving sequential quadr-atic semi-infinite programming. We present the connection between our algorithm and K-K-T sys-tem of (SIP), and give the convergence proof of our algorithm to the local optimal solution of the (SIP). Finally, the numerical results show that this method does better the computation ti-me than the (SQP) methods for (SIP) in MATLAB.

    1 Introduction 2 2 An Algorithm for the nonlinear semi-infinite programming problem 4 3 The K-K-T system 5 4 The convergence of the algorithm 8 5 Numerical results 11 References 18

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