Behavior of DCA sequences for solving the trust-region subproblem (Q454269): Difference between revisions
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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. | |||
Property / review text: 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. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Hans Benker / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 65K05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C30 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C35 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 90C51 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6088794 / rank | |||
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Property / zbMATH Keywords | |||
trust-region subproblem | |||
Property / zbMATH Keywords: trust-region subproblem / rank | |||
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Property / zbMATH Keywords | |||
DCA sequence | |||
Property / zbMATH Keywords: DCA sequence / rank | |||
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limiting behavior and stability | |||
Property / zbMATH Keywords: limiting behavior and stability / rank | |||
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Property / zbMATH Keywords | |||
multiplicity of nonpositive eigenvalue | |||
Property / zbMATH Keywords: multiplicity of nonpositive eigenvalue / rank | |||
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numerical examples | |||
Property / zbMATH Keywords: numerical examples / rank | |||
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difference-of-convex-functions algorithms | |||
Property / zbMATH Keywords: difference-of-convex-functions algorithms / rank | |||
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Property / zbMATH Keywords | |||
Karsh-Kuhn-Tucker point set | |||
Property / zbMATH Keywords: Karsh-Kuhn-Tucker point set / rank | |||
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Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s10898-011-9696-z / rank | |||
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Property / OpenAlex ID | |||
Property / OpenAlex ID: W2055029225 / rank | |||
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Property / cites work | |||
Property / cites work: Computing the Local-Nonglobal Minimizer of a Large Scale Trust-Region Subproblem / rank | |||
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links / mardi / name | links / mardi / name | ||
Revision as of 17:23, 5 July 2024
scientific article
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English | Behavior of DCA sequences for solving the trust-region subproblem |
scientific article |
Statements
Behavior of DCA sequences for solving the trust-region subproblem (English)
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1 October 2012
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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.
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trust-region subproblem
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DCA sequence
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limiting behavior and stability
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multiplicity of nonpositive eigenvalue
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numerical examples
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difference-of-convex-functions algorithms
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Karsh-Kuhn-Tucker point set
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