H\"olderian error bounds and Kurdyka-{\L}ojasiewicz inequality for the trust region subproblem
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Publication:6329944
DOI10.1287/MOOR.2021.1243zbMATH Open1510.90201arXiv1911.11955MaRDI QIDQ6329944FDOQ6329944
Authors: Rujun Jiang, Xudong Li 
Publication date: 26 November 2019
Abstract: In this paper, we study the local variational geometry of the optimal solution set of the trust region subproblem (TRS), which minimizes a general, possibly nonconvex, quadratic function over the unit ball. Specifically, we demonstrate that a H"olderian error bound holds globally for the TRS with modulus 1/4 and the Kurdyka-{L}ojasiewicz (KL) inequality holds locally for the TRS with a KL exponent 3/4 at any optimal solution. We further prove that unless in a special case, the H"olderian error bound modulus, as well as the KL exponent, is 1/2. Finally, based on the obtained KL property, we further show that the projected gradient methods studied in [A. Beck and Y. Vaisbourd, SIAM J. Optim., 28 (2018), pp. 1951--1967] for solving the TRS achieve a sublinear or even linear rate of convergence.
Quadratic programming (90C20) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Nonsmooth analysis (49J52)
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