Convergence Rate of the Pham Dinh–Le Thi Algorithm for the Trust-Region Subproblem

Hoang Ngoc Tuan ()
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Hoang Ngoc Tuan: Hanoi Pedagogical University No. 2

Journal of Optimization Theory and Applications, 2012, vol. 154, issue 3, No 10, 904-915

Abstract: Abstract We obtain sufficient conditions for the linear convergence of the iterative sequences produced by the Pham Dinh–Le Thi algorithm for the trust-region subproblem. In addition, we give two examples to show that, if the sufficient conditions are not satisfied, then the sequences may not be linearly convergent.

Keywords: Trust-region subproblem; KKT point; Lagrange multiplier; DCA sequence; Convergence rate (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10957-012-0041-6

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