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

Journal of global optimization, 2022-05, Vol.55 (2), p.337 [Peer Reviewed Journal]

COPYRIGHT 2022 Springer ;ISSN: 0925-5001 ;EISSN: 1573-2916

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  • Title:
    Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem
  • Author: Tuan, Hoang Ngoc ; Yen, Nguyen Dong
  • Subjects: Algorithms
  • Is Part Of: Journal of global optimization, 2022-05, Vol.55 (2), p.337
  • Description: 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). Keywords Trust-region subproblem * d.c. Algorithm * DCA sequence * Convergence * KKT point
  • Publisher: Springer
  • Language: English
  • Identifier: ISSN: 0925-5001
    EISSN: 1573-2916
  • Source: ProQuest Central
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