Behavior of DCA sequences for solving the trust-region subproblem (Q454269): Difference between revisions

The authors consider the folloxing trust-region subproblem \[ \min\Biggl\{f(x):={1\over 2} x^T Ax+ b^Tx:\| x\|\leq r\Biggr\}, \] where \(A\in\mathbb{R}^{n\times n}\) is a given symmetric matrix, \(b\in\mathbb{R}^n\) a vector and \(r\) areal number. For this problem, the behavior of DCA (difference-of-convex-functions algorithms) sequences is studied. The structure of the Karsh-Kuhn-Tucker (KKT) point set of the trust-region subproblem is also analyzed. Some examples are given to illustrate the limiting behavior and stability of the DCA sequences.