一种求解不定信赖域子问题的精确解法

An Accurate Solution Method for Solving Trust Region Subproblem

在Hessian阵不定的情形下,分别选取两种不定修正方法,通过数值实验分析并对比了这两种方法下最优解的情况。最后综合考虑了两种方法的优缺点,提出了求解信赖域子问题的修正分段割线算法。数值结果表明此修正是有效且可行的。

In the case of Hessian matrix as an indefinite matrix, two kinds of modified methods were selected for in-definite matrix, the optimal solution of these two methods was analyzed and compared through numerical experi-ments. Considering the pros and cons of these two methods,a modified subsection secant method for solving trust re-gion subproblem was presented. The results of numerical experiments indicate that the modified method is effective and practical.