| 摘要: | 本文討論在連續二次規劃中，如果變數x為q超線性收斂時，數組(x，λ) 之收斂速率。我們證明(x，λ)之收斂速率至少為兩步q超線性，如果再加上其他 條件，則會使x和 (X，λ)之收斂俱為q超線性。而常用的Broyden,PSB，DFP和BFGS 割線方法俱滿足此條件。
This article discusses the convergence rate for the pair (x, λ ) when the variablex converges q-superlinearly in SQP methods for equality constrained optimization.Weshow that the convergence rate for the pair will be at least two-step q- superlinear whenx converges q-superlinearly. If farther condition is satisfied,the convergence rate for thepair will be q-superlinear.AII the well-known SQP Broyden,PSB,DFP and BFGSsecant methods satisfy this condition. |
