摘要
当Hessian阵不正定时,运用Bunch-Parlett方法对矩阵进行修正,再用求解微分方程模型的Adams四阶方法解子问题,提出解信赖域子问题的修正Adams四阶方法。并根据数值试验与修正分段割线法的数值结果进行比较。结果表明:此算法是可行的。
When the Hessian matrix is indefinite matrix, Bunch-Parlett method is used to modify the matrix. Then the method of Adams fourth-order is used to solve differential equation model and the subproblems. Consequently, the modified Adams fourth-order method is put forward to solve trust region subproblems. Through the numerical tests and the comparions between the results of correction section modified subsection secant method and the adams fourth-order method, the algorithm is proved to be viable.
出处
《太原科技大学学报》
2017年第4期311-315,共5页
Journal of Taiyuan University of Science and Technology
基金
山西省自然科学基金(2008011013)
山西省"131"领军人才工程项目
关键词
信赖域子问题
不定矩阵
Adams四阶方法
修正分段割线法
religion subproblems, indefinite, the method of fourth-order by adams, modified subsection secant method.
