摘要
针对Hessian矩阵正定的情况,首先利用线性插值方法构造了一条折线,称为分段割线。进而提出了一种求解信赖域子问题的分段割线法,并通过与牛顿法的数值实验作比较,数值结果表明新算法是有效且可行的。
In the premise of Hessian matrix as a definite matrix, a subsection secant was constructed by using the linear interpolation. Then a subsection secant method for solving trust region subproblem was presented. Through the comparison with Newton method, the results of numerical experiments indicate that the new algorithm is effective and practical.
出处
《太原科技大学学报》
2013年第5期393-397,共5页
Journal of Taiyuan University of Science and Technology
基金
山西省自然科学基金(2008011013)
关键词
最优曲线
分段割线法
精确求解方法
信赖域子问题
optimal curve, subsection secant method, accurate solution method,trust region subproblem
