解信赖域子问题的改进的平均欧拉切线法  

The Improved Mean Euler Tangent Algorithm for Solving Trust-region Subproblems

作　　者：贾新辉 王希云[1] JIA Xin-hui;WANG Xi-yun(School of Applied Science, Taiyuan University of Science and Technology, Taiyuan 030024, Chin)

机构地区：[1]太原科技大学应用科学学院,太原030024

出　　处：《太原科技大学学报》2018年第3期243-248,共6页Journal of Taiyuan University of Science and Technology

基　　金：山西省自然科学基金(2008011013);山西省"131"领军人才工程项目

摘　　要：当海塞矩阵正定时,在求解二次函数模型信赖域子问题的平均欧拉切线算法的基础上,提出一种改进的平均欧拉切线算法,并分析和证明了该算法的收敛性.数值实验表明,该算法是有效的,且较原算法具迭代次数少、计算时间短等优点。Based on the mean euler ＇s tangent algorithm for solving trust-region subproblems of quadratic model,when the Hessian matrix is positively definite,an improved mean euler tangent algorithm is presented. And the convergence of the algorithm proposed is proved. The numerical experiments show that the algorithm is effective,and the advantages of the new algorithm compared with the original algorithm are less number of iterations,short computing time,and so on.

关 键 词：信赖域子问题 步长 平均欧拉切线法 信赖域方法 

分 类 号：O221[理学—运筹学与控制论]