求解信赖域子问题的Milne-Hamming预报校正算法  

Milne-Hamming prediction-correcting format algorithm for solving trust domain subproblem

作　　者：范晓宇 王希云[1] FAN Xiaoyu;WANG Xiyun(School of Applied Science,Taiyuan University of Science and Technology,Shanxi Taiyuan 030024)

机构地区：[1]太原科技大学应用科学学院,山西太原030025

出　　处：《宁夏师范学院学报》2020年第7期5-13,共9页Journal of Ningxia Normal University

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：在已建立的微分方程模型的基础上,结合Milne-Hamming预报校正格式求解二次模型信赖域子问题.提出了Milne-Hamming预报校正算法,分析了算法对应折线的性质,并将其与隐式欧拉切线算法进行数值实验比较.数值实验结果验证了该算法有效、可行.Based on the established differential equation model,the subproblem of quadratic model trust domain is solved by combining Milne-Hamming prediction-correction scheme.A Milne-Hamming prediction-correction algorithm is presented in this paper.The properties of the corresponding line are analyzed and we also compared new methcel with the implicit Euler tangent algorithm.Numerical results show that the algorithm is effective and feasible.

关 键 词：微分方程模型 信赖域子问题 Milne-Hamming预报校正格式 

分 类 号：O221[理学—运筹学与控制论]