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: | Ngoc Tuan Hoang |
Keywords: | trust regions |
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.