求解信赖域子问题的改进变步长休恩算法  

A Improved Variable Step Size Heun’gorithm for Solving Trust Region Subproblem

作　　者：张春霞 王希云[1] ZHANG Chun-xia;WANG Xi-yun(University of seience and Technology of Taiyuan,college of Applied Science,Taiyuan 030024,China)

机构地区：[1]太原科技大学应用科学学院

出　　处：《太原科技大学学报》2019年第6期487-492,497,共7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：针对二次函数模型精确求解信赖域子问题,当Hessian阵正定时,在于海波的基础上修正了假设条件,简化了繁琐的步长形式,提出了一种改进的变步长休恩算法,证明了该算法的收敛性。数值实验表明改进后算法的迭代次数更少、计算时间更短。For the quadratic function model to solve the trust region subproblem accurately,when the Hessian matrix is positive definite,the assumption condition is modified on the basis of the sea wave,the tedious step size form is simplified,and an improved variable step size Hugh algorithm is proposed.The convergence of the algorithm is proved.Numerical experiments show that the improved algorithm has fewer iterations and shorter computation time.

关 键 词：最优曲线 改进的变步长休恩算法 信赖域子问题 微分方程 

分 类 号：O221[理学—运筹学与控制论]