一个摄动的可行SQCQP算法

摘要

By introducing a new perturbation strategy, a perturbed feasible sequential quadratically constrained quadratic programming (SQCQP) algorithm is proposed. The algorithm is globally and superlinearly convergent, and the uniformly positive definiteness assumption in the global convergence analysis of traditional SQCQP algorithms is removed.%通过引入新的摄动策略,提出一个摄动的可行序列二次约束二次规划(SQCQP)算法.该算法全局和超线性收敛并且去掉了传统SQCQP算法全局收敛性分析中的一致正定性假设.