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

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.

Keywords

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