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Author:
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Year:
Volume:
Issue:
An Implicit Piecewise Dogleg Algorithm for Solving Trust-Region Subproblems
Author(s):
WANG Xi-yun
,
LI Liang
,
YU Hai-bo
,
School of Applied Science
,
Taiyuan University of Science and Technology
Pages:
610
-
619
Year:
2014
Issue:
6
Journal:
Applied Mathematics and Mechanics
Keyword:
implicit piecewise dogleg algorithm
;
differential equation model
;
trust-region subproblem
;
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 newalgorithm is effective and practicable.
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