Behavior of DCA sequences for solving the trust-region subproblem

DOI10.1007/s10898-011-9696-zzbMath1259.65092OpenAlexW2055029225MaRDI QIDQ454269

Tao Pham Dinh, Nguyen Dong Yen, Hoai An Le Thi

Publication date: 1 October 2012

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-011-9696-z

zbMATH Keywords

numerical examplestrust-region subproblemDCA sequencedifference-of-convex-functions algorithmsKarsh-Kuhn-Tucker point setlimiting behavior and stabilitymultiplicity of nonpositive eigenvalue

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Interior-point methods (90C51)

Related Items (11)

Coderivatives of implicit multifunctions and stability of variational systems ⋮ Coderivatives of a Karush-Kuhn-Tucker point set map and applications ⋮ DC Programming and DCA for General DC Programs ⋮ The boosted DC algorithm for linearly constrained DC programming ⋮ Convergence rate of the Pham Dinh-Le Thi algorithm for the trust-region subproblem ⋮ Convergence of Pham Dinh-Le Thi's algorithm for the trust-region subproblem ⋮ On a solution method in indefinite quadratic programming under linear constraints ⋮ Linear convergence of a type of iterative sequences in nonconvex quadratic programming ⋮ Convergence analysis of difference-of-convex algorithm with subanalytic data ⋮ DC programming and DCA: thirty years of developments ⋮ Boundedness of a type of iterative sequences in two-dimensional quadratic programming

Cites Work

• Difference of convex functions optimization algorithms (DCA) for globally minimizing nonconvex quadratic forms on Euclidean balls and spheres
• Solving a class of linearly constrained indefinite quadratic problems by DC algorithms
• Convex analysis approach to d. c. programming: Theory, algorithms and applications
• A New Matrix-Free Algorithm for the Large-Scale Trust-Region Subproblem
• Minimizing a Quadratic Over a Sphere
• Generation of large-scale quadratic programs for use as global optimization test problems
• Computing Optimal Locally Constrained Steps
• Local Minimizers of Quadratic Functions on Euclidean Balls and Spheres
• On Some Properties of Quadratic Programs with a Convex Quadratic Constraint
• A D.C. Optimization Algorithm for Solving the Trust-Region Subproblem
• The trust region subproblem and semidefinite programming*
• Solving the Trust-Region Subproblem using the Lanczos Method
• Stability of Linear-Quadratic Minimization over Euclidean Balls
• Computing the Local-Nonglobal Minimizer of a Large Scale Trust-Region Subproblem
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