一种求解二次模型信赖域子问题的Adams方法

Adams's Algorithm for Solving Trust-region Subproblems with Quadratic Model

针对最优曲线的微分方程模型,在Hessian矩阵正定的前提下,采用Adams显式二步公式构造一条折线,称为Adams折线,用其代替最优曲线,提出求解子问题的新算法——Adams算法。通过数值试验,表明Adams二步算法比切线单折线法具有明显的优势。

In the premise of Hessian matrix as a positive definite matrix,a broken line was constructed by Adams＇ method aeeording to differential equation model in literature. Meanwhile, an Adams＇algorithm for solving trust-re- gion subproblems with quadratic model was presented by using the broken line instead of the optimal curve. Through comparison with tangent single dogleg method, the results of numerical experiments indicate that the new algorithm has obvious advantage over the tangent single dozleg method.