信赖域子问题的一种非精确光滑牛顿法  

An Inexact Smoothing Newton Method for Trust Region Subproblems

作　　者：凌文静 芮绍平[1] LING Wenjing;RUI Shaoping(School of Mathematical Sciences,Huaibei Normal University,235000,Huaibei,Anhui,China)

机构地区：[1]淮北师范大学数学科学学院,安徽淮北235000

出　　处：《淮北师范大学学报（自然科学版）》2022年第3期11-16,共6页Journal of Huaibei Normal University：Natural Sciences

摘　　要：为提高求解信赖域子问题效率,文章将一个新光滑函数应用在信赖域子问题上,给出一种求解信赖域子问题的非精确光滑牛顿法.在适当条件下,算法具有全局收敛性和局部二次收敛性.数值实验表明,该算法对于解信赖域子问题是可行且有效的.In order to improve the efficiency of trust region sub problems,a new smoothing function is applied to the trust region sub problem,and the in exact smoothing Newton method is given.Under appropriate conditions,the global convergence and local quadratic convergence of the algorithm are proved.Numerical experiments show that the algorithm is feasible and effective for solving trust region sub problems.

关 键 词：光滑函数 信赖域子问题 非精确光滑牛顿法 

分 类 号：O221.2[理学—运筹学与控制论]