Creator:

El Mouatasim, Abdelkrim ; Ellaia, Rachid ; Souza de Cursi, Eduardo

Contributor:

Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.

Title:

Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints

Group publication title:

AMCS, Volume 21 (2011)

Subject and Keywords:

global optimization ; linear constraints ; variable metric method ; stochastic perturbation ; nonsmooth optimization

Abstract:

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2011

Resource Type:

artykuł

DOI:

10.2478/v10006-011-0024-z

Pages:

317-329

Source:

AMCS, Volume 21, Number 2 (2011) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego