基于新水平向量的锥模型算法

A Conic Model Method Based on a New Horizontal Vector

从高次模型的角度出发,通过锥模型的高次展开式的推导,设计一个新锥模型的水平向量,提出一个基于新水平向量的锥模型拟牛顿信赖域算法,并证明此算法的收敛性,同时给出与其他算法进行对比的数值结果,并通过数值实验结果表明了此算法的有效性。

From the aspect of the high order model, a new horizontal vector in the conic model was proposed in this paper. A new trust- region method based on the new horizontal vector was presented. The global convergence of this method was proved under standard conditions. Moreover, the numerical experiments compared with other algorithm were given. The results showed that this method was promising.