Convergence Rate of the Pham Dinh–Le Thi Algorithm for the Trust-Region Subproblem
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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.
KeywordsTrust-region subproblem KKT point Lagrange multiplier DCA sequence Convergence rate
This research was supported by the National Foundation for Science and Technology Development (NAFOSTED) of Vietnam. The author would like to thank Professor Nguyen Dong Yen for fruitful discussions on the topic, the two anonymous referees, and Professor Masao Fukushima for valuable comments, which have helped to improve greatly the presentation.