一种双割线折线法求解信赖域子问题

A Double Secant Dogleg Method for Solving Trust Region Subproblem

结合利用Hessian阵的特征值性质,本文提出求解信赖域子问题的一种双割线折线法,它不同于Powell的单折线,Dennis的双折线和赵英良的切线单折线.在适当条件下,分析双割线折线路径的性质,且证明了算法的收敛性.数值试验表明,这种新算法是有效且可行的.

In this paper, we present a double secant dogleg method with eigenvalues of Hessian matrix,which is different from Powell＇s single dogleg method,Dennis＇double dogleg method and ZHAO and XU＇s tangent single dogleg method. Under mild conditions,the prop- erties of the double secant dogleg are analyzed~ and the convergence of the algorithm pro- posed is proved. Numerical results indicate that the new algorithm is effective and practical.