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Tuan, Hoang Ngoc; Yen, Nguyen Dong
Journal of global optimization, 05/2022, Letnik: 55, Številka: 2Journal Article
It is proved that any DCA sequence constructed by Pham Dinh-Le Thi's algorithm for the trust-region subproblem (Pham Dinh and Le Thi, in SIAM J. Optim. 8:476-505, 1998) converges to a Karush-Kuhn-Tucker point of the problem. This result provides a complete solution for one open question raised by Le Thi et al. (J. Global Optim., Online First, doi:10.1007/s10898-011-9696-z, 2010). Keywords Trust-region subproblem * d.c. Algorithm * DCA sequence * Convergence * KKT point
