一种改进的隐式Euler切线法

An Improved Implicit Eulerian Tangent Algorithm

对于Hessian矩阵正定的情形,在求解二次函数模型信赖域子问题的隐式分段折线算法的基础上,提出一种求解信赖域子问题的改进的隐式Euler切线法,并分析该路径的性质.数值实验表明新算法是有效可行的,且较原算法具有迭代次数少、计算时间短等优点.

Based on the implicit piecewise dogleg algorithm for solving trust region subproblems of quadratic models,and aimed at the condition that the Hessian matrix was positive definite,an improved implicit Eulerian tangent algorithm for solving trust region subproblems was presented.Then the nature of the path was analyzed.The numerical experiments show that the new algorithm is effective and practicable,and the advantages of the new algorithm compared with the previous algorithms lie in the smaller number of iterations,the shorter computing time and so on.