Creator:

El Mouatasim, Abdelkrim ; Ellaia, Rachid ; Souza de Cursi, José E.

Contributor:

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

Title:

Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization

Group publication title:

AMCS, Volume 16 (2006)

Subject and Keywords:

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.

Publisher:

Zielona Góra: Uniwersytet Zielonogórski

Date:

2006

Resource Type:

artykuł

Pages:

463-474

Source:

AMCS, volume 16, number 4 (2006) ; click here to follow the link

Language:

eng

License CC BY 4.0:

click here to follow the link

Rights:

Biblioteka Uniwersytetu Zielonogórskiego