- Tytuł:
- Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
- Autorzy:
-
El Mouatasim, A.
Ellaia, R.
Souza de Cursi, J. E. - Powiązania:
- https://bibliotekanauki.pl/articles/908374.pdf
- Data publikacji:
- 2006
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
optymalizacja
zaburzenie stochastyczne
zaburzenie losowe
nonconvex optimization
stochastic perturbation
variable metric method
nonsmooth optimization
generalized gradient - Opis:
- We consider the global optimization of a nonsmooth (nondifferentiable) nonconvex real function. We introduce a variable metric descent method adapted to nonsmooth situations, which is modified by the incorporation of suitable random perturbations. Convergence to a global minimum is established and a simple method for the generation of suitable perturbations is introduced. An algorithm is proposed and numerical results are presented, showing that the method is computationally effective and stable.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2006, 16, 4; 463-474
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł