| 一种求解不定信赖域子问题的双割线折线法 |
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| 引用本文： | 邵安,王希云.一种求解不定信赖域子问题的双割线折线法[J].太原科技大学学报,2011,32(6):483-487. |
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| 作者姓名： | 邵安 王希云 |
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| 作者单位： | 太原科技大学应用科学学院,太原,030024 |
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| 摘 要： | 结合利用Hessian阵的特征值性质,针对Bk是不定的情况,提出了一种双割线折线法来求解不定的信赖域子问题,并从理论上分析了当Bk不定时,双割线折线路径的合理性,且给出了算法的收敛性质。最后,详细的数值试验表明,算法是有效的。
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| 关 键 词： | 信赖域方法 子问题 双割线折线法 不定矩阵 |
A Double Secant Dogleg Method for Solving Indefinite Trust Region Subproblem |
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| SHAO An,WANG Xi-yun.A Double Secant Dogleg Method for Solving Indefinite Trust Region Subproblem[J].Journal of Taiyuan University of Science and Technology,2011,32(6):483-487. |
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| Authors: | SHAO An WANG Xi-yun |
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| Institution: | SHAO An,WANG Xi-yun(School of Applied Science,Taiyuan University of Science and Technology,Taiyuan 030024,China) |
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| Abstract: | For the situation of Bk being indefinite,a double secant dogleg method is proposed to solve indefinite trust region subproblem by using the nature about the eigenvalues of Hessian matrixes.When Bk is indefinite,the rationality of the double secant dogleg is analyzed theoretically,and the convergence of the algorithm proposed is proved.Numerical results indicate that the new algorithm is effective and practical. |
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| Keywords: | trust region method subproblem double secant dogleg method indefinite matrix |
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