Accès libre

Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints

,  et   
22 juin 2011
À propos de cet article

Citez
Télécharger la couverture

We present a random perturbation of the projected variable metric method for solving linearly constrained nonsmooth (i.e., nondifferentiable) nonconvex optimization problems, and we establish the convergence to a global minimum for a locally Lipschitz continuous objective function which may be nondifferentiable on a countable set of points. Numerical results show the effectiveness of the proposed approach.

Langue:
Anglais
Périodicité:
4 fois par an
Sujets de la revue:
Mathématiques, Mathématiques appliquées