An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems
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摘要: 在Hessian矩阵正定的前提下,建立了一种最优曲线的微分方程模型.针对此微分方程模型,构造了一条隐式分段折线,从而提出了一种求解信赖域子问题的隐式分段折线算法,并且分析和证明了隐式分段折线路径的合理性。数值结果表明新算法是有效且可行的.Abstract: Based on the premise that Hessian matrix was positive definite, a differential equation model was established for the optimal curve. Then an implicit piecewise dogleg was constructed according to the differential equation. In turn, the implicit piecewise dogleg algorithm for solving trust-region subproblems was presented. And the rationality of the implicit piecewise dogleg path was analyzed and demonstrated. Numerical results indicate that the new algorithm is effective and practicable.
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