Open Access

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.)

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
Language:
English
Publication timeframe:
4 times per year
Journal Subjects:
Mathematics, Applied Mathematics