Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
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22 juin 2011
À propos de cet article
Publié en ligne: 22 juin 2011
Pages: 317 - 329
DOI: https://doi.org/10.2478/v10006-011-0024-z
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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.