Convergence of Pham Dinh–Le Thi’s algorithm for the trust-region subproblem

Hoang Tuan () and Nguyen Yen ()

Journal of Global Optimization, 2013, vol. 55, issue 2, 337-347

Abstract: It is proved that any DCA sequence constructed by Pham Dinh–Le Thi’s algorithm for the trust-region subproblem (Pham Dinh and Le Thi, in SIAM J. Optim. 8:476–505, 1998 ) converges to a Karush–Kuhn–Tucker point of the problem. This result provides a complete solution for one open question raised by Le Thi et al. (J. Global Optim., Online First, doi: 10.1007/s10898-011-9696-z , 2010 ). Copyright Springer Science+Business Media, LLC. 2013

Keywords: Trust-region subproblem; d.c. Algorithm; DCA sequence; Convergence; KKT point (search for similar items in EconPapers)
Date: 2013
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DOI: 10.1007/s10898-011-9820-0

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