摘要
新锥模型信赖域子问题的第三种情形较为复杂,2008年这一非凸问题被化约为凸规划问题,从而有了详细的求解算法.但对该算法的收敛性结果至今仍无详细的讨论及证明.本文给出了该算法收敛性的两个结果,对其中局部收敛性的结果进行了详细的论证.
The third case of conic model trust-region subproblem is a complicated nonconvex programming problem In 2008, it was reduced to be a convex problem and thereafter, an algorithm for solving it was given in detail However, convergence properties of the algorithm have not been discussed and proved. This paper presents two convergence properties and gives a detailed demonstration of the local convergence.
出处
《南京晓庄学院学报》
2011年第6期10-12,共3页
Journal of Nanjing Xiaozhuang University
关键词
锥模型
信赖域子问题
收敛性
conic model
trust-region subproblem
convergence
