Acceso abierto

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

International Journal of Applied Mathematics and Computer Science's Cover Image
International Journal of Applied Mathematics and Computer Science
Efficient Resource Management for Grid-Enabled Applications (special section, pp. 219 - 306), Joanna Kołodziej and Fatos Xhafa (Eds.)

Cite

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.

ISSN:
1641-876X
Idioma:
Inglés
Calendario de la edición:
4 veces al año
Temas de la revista:
Mathematics, Applied Mathematics