mlsanityData to 13 Oct 2026

H"olderian error bounds and Kurdyka-Lojasiewicz inequality for the trust region subproblem

arXiv 1911.11955 ↗First posted 27 Nov 2019math.OCcited by 2

Not on the map. Why?

Abstract (arXiv)

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-Lojasiewicz (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.

Key facts. Cited by 2 papers in the map (data through 13 Oct 2026). First posted on arXiv 27 Nov 2019.

Builds on

No reference list yet.

Built on by

Cited by year

Citing papers per year: 2024: 1; 2025: 1.

2 papers.