Convergence Rate of the Pham DinhLe Thi Algorithm for the Trust-Region Subproblem
We obtain sufficient conditions for the linear convergence of the iterative sequences produced by the Pham DinhLe 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.
convergence rate trust-region subproblem kkt point lagrange multiplier dca sequence