Convergence rate of the Pham Dinh-Le Thi algorithm for the trust-region subproblem

DOI10.1007/S10957-012-0041-6MaRDI QIDQ1937005zbMATH OpenOpenAlexFDO

Authors Hoang Ngoc Tuan

Publication date 11 February 2013

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-012-0041-6

zbMATH Keywords

convergence rateLagrange multipliertrust-region subproblemDCA sequenceKKT point

Mathematics Subject Classification ID

Quadratic programming (90C20)

Recommendations

• Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem
• The convergence of subspace trust region methods
• scientific article; zbMATH DE number 1131709
• On the convergence of a new trust region algorithm
• The convergence of the generalized Lanczos trust-region method for the trust-region subproblem
• Convergence properties of trust region methods for linear and convex constraints
• Convergence rate of the trust region method for nonlinear equations under local error bound condition
• scientific article; zbMATH DE number 938979
• On the convergence of a wide range of trust region methods for unconstrained optimization
• scientific article; zbMATH DE number 784939

Cites work

• scientific article; zbMATH DE number 823384 (Why is no real title available?)
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• Behavior of DCA sequences for solving the trust-region subproblem
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• Handbook of applied optimization
• Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
• Trust Region Methods

Cited in

(8)

• DC programming and DCA: thirty years of developments
• Linear convergence of a type of iterative sequences in nonconvex quadratic programming
• Convergence analysis of difference-of-convex algorithm with subanalytic data
• Boundedness of a type of iterative sequences in two-dimensional quadratic programming
• A simultaneous diagonalization-based quadratic convex reformulation for nonconvex quadratically constrained quadratic program
• Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
• The boosted DC algorithm for linearly constrained DC programming
• Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem

This page was built for publication: Convergence rate of the Pham Dinh-Le Thi algorithm for the trust-region subproblem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1937005)