解信赖域子问题的隐式分段折线算法

王希云; 李亮; 于海波

doi:10.3879/j.issn.1000-0887.2014.06.003

解信赖域子问题的隐式分段折线算法

doi: 10.3879/j.issn.1000-0887.2014.06.003

太原科技大学应用科学学院, 太原 030024

基金项目: 山西省自然科学基金(2008011013)；山西省“131”领军人才工程项目

详细信息

作者简介:
王希云(1964—)，女，山西临汾人，教授(E-mail: tykdwxy@126.com)

中图分类号: O221
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- 被引次数: 0
出版历程
- 收稿日期: 2013-11-21
- 修回日期: 2014-05-07
- 刊出日期: 2014-06-11

An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems

School of Applied Science,Taiyuan University of Science and Technology, Taiyuan 030024, P.R.China

摘要

摘要: 在Hessian矩阵正定的前提下,建立了一种最优曲线的微分方程模型.针对此微分方程模型，构造了一条隐式分段折线，从而提出了一种求解信赖域子问题的隐式分段折线算法，并且分析和证明了隐式分段折线路径的合理性。数值结果表明新算法是有效且可行的.
- 隐式分段折线算法 /
- 微分方程模型 /
- 信赖域子问题
Abstract: Based on the premise that Hessian matrix was positive definite, a differential equation model was established for the optimal curve. Then an implicit piecewise dogleg was constructed according to the differential equation. In turn, the implicit piecewise dogleg algorithm for solving trust-region subproblems was presented. And the rationality of the implicit piecewise dogleg path was analyzed and demonstrated. Numerical results indicate that the new algorithm is effective and practicable.
- implicit piecewise dogleg algorithm /
- differential equation model /
- trust-region subproblem

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参考文献(13)

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