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首页> 外文期刊>Mathematical Problems in Engineering: Theory, Methods and Applications >A Simple Alternating Direction Method for the Conic Trust Region Subproblem
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A Simple Alternating Direction Method for the Conic Trust Region Subproblem

机译:圆锥信赖域子问题的一种简单的交替方向法。

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摘要

A simple alternating direction method is used to solve the conic trust region subproblem of unconstrained optimization. By use of the new method, the subproblem is solved by two steps in a descent direction and its orthogonal direction, the original conic trust domain subproblem into a one-dimensional subproblem and a low-dimensional quadratic model subproblem, both of which are very easy to solve. Then the global convergence of the method under some reasonable conditions is established. Numerical experiment shows that the new method seems simple and effective.
机译:一种简单的交替方向方法用于解决无约束优化的圆锥信赖区域子问题。通过使用新方法,在下降方向及其正交方向上分两个步骤解决了子问题,将原始圆锥信任域子问题分为一维子问题和低维二次模型子问题,这两个问题都很容易解决。然后建立了该方法在一定合理条件下的全局收敛性。数值实验表明,该新方法简单有效。

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