CONVERGENCE RATE OF THE PHAM DINH-L E THI'S ALGORITHM FOR THE TRUST-REGION SUBPROBLEM

Hoàng Ngọc Tuấn

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 sub-problem. In addition, we give two examples to show that, if the sufficient conditions are not satisfied, then the DCA sequences may not be linearly convergent.


Keywords


Trust-region subproblem; KKT point; Lagrange multiplier; DCA sequence; Convergence rate



DOI: http://dx.doi.org/10.37569/DalatUniversity.2.3.212(2012)

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