Korbicz, Józef - 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) ; kliknij tutaj, żeby przejść
Biblioteka Uniwersytetu Zielonogórskiego
2021-09-07
2020-08-26
84
https://zbc.uz.zgora.pl/repozytorium/publication/64113
Nazwa wydania | Data |
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Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization | 2021-09-07 |
El Mouatasim, Abdelkrim Ellaia, Rachid Souza de Cursi, Eduardo Korbicz, Józef - red. Uciński, Dariusz - red.
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.