- Tytuł:
- Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
- Autorzy:
-
El Mouatasim, A.
Ellaia, R.
Souza de Cursi, E. - Powiązania:
- https://bibliotekanauki.pl/articles/907785.pdf
- Data publikacji:
- 2011
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
optymalizacja globalna
ograniczenie liniowe
zaburzenie stochastyczne
global optimization
linear constraints
variable metric method
stochastic perturbation
nonsmooth optimization - Opis:
- We present a random perturbation of the projected variable metric method for solving linearly constrained nonsmooth (i.e., nondifferentiable) nonconvex optimization problems, and we establish the convergence to a global minimum for a locally Lipschitz continuous objective function which may be nondifferentiable on a countable set of points. Numerical results show the effectiveness of the proposed approach.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2011, 21, 2; 317-329
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki
Artykuł