关于二次子问题的解

信赖域方法是非线性规划中一类十分重要的方法,而信赖域方法都需要求解信赖域子问题。目前常用且易于实现的子问题有二种,在讨论算法的收敛时,总是假定这二种方法求出的子问题满足充分下降性条件。本文给出了这二种子问题的解的关系。

On solution of quadratic subproblem

Trust region method is one of the most important numerical computation methods,which yields a quadratic subproblem called trust region subproblem(TRS).There are two kinds of TRS which are often used and implemented easily.When the convergence of the algorithm is discussed,one always assumes that the solution of TRS satisfies the sufficient descent condition.We give the relations on the solution for two kinds of TRS in this paper.