An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems

WANG Xi-yun; LI Liang; YU Hai-bo

doi:10.3879/j.issn.1000-0887.2014.06.003

Volume 35 Issue 6

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WANG Xi-yun, LI Liang, YU Hai-bo. An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems[J]. Applied Mathematics and Mechanics, 2014, 35(6): 610-619. doi: 10.3879/j.issn.1000-0887.2014.06.003

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An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems

doi: 10.3879/j.issn.1000-0887.2014.06.003

School of Applied Science,Taiyuan University of Science and Technology, Taiyuan 030024, P.R.China

Received Date: 2013-11-21
Rev Recd Date: 2014-05-07
Publish Date: 2014-06-11

Abstract

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.
- implicit piecewise dogleg algorithm,
- differential equation model,
- trust-region subproblem

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References(13)

References

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