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

Authors

  • Hoàng Ngọc Tuấn Department of Mathematics, Hanoi Pedagogical University No.2, Viet Nam

DOI:

https://doi.org/10.37569/DalatUniversity.2.3.212(2012)

Keywords:

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

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.

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Published

30-09-2012

Volume and Issues

Section

Natural Sciences and Technology

How to Cite

Tuấn, H. N. (2012). CONVERGENCE RATE OF THE PHAM DINH-L E THI’S ALGORITHM FOR THE TRUST-REGION SUBPROBLEM. Dalat University Journal of Science, 2(3), 89-95. https://doi.org/10.37569/DalatUniversity.2.3.212(2012)