信赖域子问题的有效求解是实现信赖域算法的关键.利用光滑Fischer-Bermeister NCP函数提出了一个求解信赖域子问题的光滑牛顿法.数值实验表明所提出的算法是有效的.
Solving trust-region subproblem effectively is a key for implementing trust-region methods.Based on smoothing Fischer-Bermeister NCP function,a smoothing Newton method for solving trust-region subproblem is presented.Numerical experiments indicate that the proposed method is quite effective.