An SQP Algorithm for Recourse-based Stochastic Nonlinear Programming
Publish Year: 1395
نوع سند: مقاله ژورنالی
زبان: English
View: 301
This Paper With 5 Page And PDF Format Ready To Download
- Certificate
- من نویسنده این مقاله هستم
استخراج به نرم افزارهای پژوهشی:
شناسه ملی سند علمی:
JR_ACSIJ-5-3_005
تاریخ نمایه سازی: 19 آبان 1397
Abstract:
The stochastic nonlinear programming problem with completed recourse and nonlinear constraints is studied in this paper. We present a sequential quadratic programming method for solving the problem based on the certainty extended nonlinear model. This algorithm is obtained by combing the active set method and filter method. The convergence of the method is established under some standard assumptions. Moreover, a practical design is presented and numerical results are provided
Keywords:
Authors
Cunzhe liu
Department of Mathematics and Physics, North China Electric Power University,Baoding , ۰۷۱۰۰۳, Hebei Province, China
Xinshun ma
Department of Mathematics and Physics, North China Electric Power University,Baoding , ۰۷۱۰۰۳, Hebei Province, China