Korbicz, Józef (1951- ) - red. ; Uciński, Dariusz - red.
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.
Zielona Góra: Uniwersytet Zielonogórski
AMCS, volume 16, number 4 (2006) ; click here to follow the link
Biblioteka Uniwersytetu Zielonogórskiego
Jul 14, 2025
Aug 26, 2020
185
https://zbc.uz.zgora.pl/repozytorium/publication/64113
| Edition name | Date |
|---|---|
| Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization | Jul 14, 2025 |
El Mouatasim, Abdelkrim Ellaia, Rachid Souza de Cursi, Eduardo Korbicz, Józef (1951- ) - red. Uciński, Dariusz - red.
Zhang, Wenjuan Yao, Jiayi Xiao, Feng Wang, Yuping Wu,Yulian Campagner, Andrea - ed. Lenz, Oliver Urs - ed. Xia, Shuyin - ed.
Kryazhimskii, Arkadii Triggiani, Roberto- ed. Maksimov, Vyacheslav I. - ed.
Stavroulaki, Maria E. Stavroulakis, Georgios E. Sofonea, Mircea - ed. Viano, Juan M. - ed.
Bredow, Rafał Kamiński, Marcin Jurczak, Paweł - red.
Szafran, Jacek Kamiński, Marcin Jurczak, Paweł - red.
Świta, Piotr Kamiński, Marcin Jurczak, Paweł - red.
Kamiński, Marcin Szafran, Jacek Jurczak, Paweł - red.