Autor:
El Mouatasim, Abdelkrim ; Ellaia, Rachid ; Souza de Cursi, José E.
Współtwórca:
Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
Tytuł:
Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
Tytuł publikacji grupowej:
Temat i słowa kluczowe:
nonconvex optimization ; stochastic perturbation ; variable metric method ; nonsmooth optimization ; generalized gradient
Abstract:
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.
Wydawca:
Zielona Góra: Uniwersytet Zielonogórski
Data wydania:
Typ zasobu:
Strony:
Źródło:
AMCS, volume 16, number 4 (2006) ; kliknij tutaj, żeby przejść