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

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

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Article ID: iaor20124809
Volume: 154
Issue: 3
Start Page Number: 904
End Page Number: 915
Publication Date: Sep 2012
Journal: Journal of Optimization Theory and Applications
Authors:
Keywords: trust regions
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.

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