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解信赖域子问题的多折线算法

Multi broken line algorithm for solving trust-region subproblem
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摘要 在Hessian矩阵为正定矩阵的情况下,采用线性插值的方法构造一条折线,这条折线称为多折线.证明了多折线路径的合理性,进而提出了一种求解信赖域子问题的多折线算法.通过与分段割线法和分段切线算法的数值实验进行比较,验证了多折线算法是有效且可行的. In the case where the Hessian matrix is positive definite matrix,a broken line,which is called the polyline,is constructed by using the linear interpolation method.Rationality of the multi broken line paths is demonstrated.Furthermore,a multi broken line algorithm for solving trust-region subproblem is presented.By comparison with numerical experiments of piecewise secant method and piecewise tangent algorithm,it is proved that the multi broken line algorithm is effective and feasible.
作者 李亮 LI Liang(Xixian Senior High School Affiliated to Central China Normal University,Xixian Henan 464300)
出处 《辽宁师专学报(自然科学版)》 2022年第4期1-5,共5页 Journal of Liaoning Normal College(Natural Science Edition)
关键词 信赖域算法 折线法 非线性方程 线性插值方法 trust-region algorithm broken line method nonlinear equation linear interpolation method
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