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

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  • Hoang Ngoc Tuan

    (Hanoi Pedagogical University No. 2)

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.

Suggested Citation

  • Hoang Ngoc Tuan, 2012. "Convergence Rate of the Pham Dinh–Le Thi Algorithm for the Trust-Region Subproblem," Journal of Optimization Theory and Applications, Springer, vol. 154(3), pages 904-915, September.
    • Handle: RePEc:spr:joptap:v:154:y:2012:i:3:d:10.1007_s10957-012-0041-6
    DOI: 10.1007/s10957-012-0041-6
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    Cited by:

    1. Hoai An Le Thi & Van Ngai Huynh & Tao Pham Dinh, 2018. "Convergence Analysis of Difference-of-Convex Algorithm with Subanalytic Data," Journal of Optimization Theory and Applications, Springer, vol. 179(1), pages 103-126, October.
    2. Hoang Ngoc Tuan, 2015. "Boundedness of a Type of Iterative Sequences in Two-Dimensional Quadratic Programming," Journal of Optimization Theory and Applications, Springer, vol. 164(1), pages 234-245, January.
    3. Amar Andjouh & Mohand Ouamer Bibi, 2022. "Adaptive Global Algorithm for Solving Box-Constrained Non-convex Quadratic Minimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 192(1), pages 360-378, January.

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