Object
Title: Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
Contributor:
Korbicz, Józef - red. ; Uciński, Dariusz - red.
Group publication title:
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.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
Pages:
Source:
AMCS, volume 16, number 4 (2006) ; click here to follow the link
Language:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2006)
Last modified:
Sep 7, 2021
In our library since:
Aug 26, 2020
Number of object content hits:
86
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/64113
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International Journal of Applied Mathematics and Computer Science (AMCS)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 24 (2014)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 23 (2013)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 21 (2011)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 19 (2009)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 17 (2007)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 1 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 3 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 16, number 4 (2006)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 26 (2016)
| Edition name | Date |
|---|---|
| Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization | Sep 7, 2021 |
