求解不定信赖域子问题的改进休恩三阶方法  

An improved third-order Heun′algorithm for indefinite trust-region subproblems

作　　者：郭栋栋 GUO Dongdong(Department of Basic Teaching,Shanxi College of Applied Science and Technology,Taiyuan Shanxi 030000)

机构地区：[1]山西应用科技学院基础教学部,山西太原030000

出　　处：《宁夏师范学院学报》2021年第10期5-15,共11页Journal of Ningxia Normal University

摘　　要：为了研究信赖域子问题的二次模型,提出了一种不定的改进休恩三阶算法.使得新算法能够在Hessian阵不定的情况下也能数值实现,并且证明了不定改进休恩三阶算法的稳定性.利用数值实验体现新算法的更优性.An improved third-order indefinite Heun′s algorithm is proposed for the quadratic model of the trust region subproblems.New algorithm is valid for the problems with an indefinite Hessian matrix.The stability of the improved algorithm is proved.Numerical experiments show the optimality of the new algorithm.

关 键 词：R-K类算法 不定的改进休恩三阶算法 信赖域子问题 二次模型 

分 类 号：O221[理学—运筹学与控制论]