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2006 | 16 | 4 | 463-474
Tytuł artykułu

Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
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.
Rocznik
Tom
16
Numer
4
Strony
463-474
Opis fizyczny
Daty
wydano
2006
otrzymano
2006-04-19
poprawiono
2006-09-28
(nieznana)
2006-10-06
Twórcy
  • Ecole Mohammadia d'Ingenieurs, LERMA, Avenue Ibn Sina BP765-Agdal, Rabat, Morocco
  • Ecole Mohammadia d'Ingenieurs, LERMA, Avenue Ibn Sina BP765-Agdal, Rabat, Morocco
  • LMR - UMR 6138 CNRS, INSA-Rouen, Avenue de l'Universite BP 8, Saint-Etienne du Rouvray, France
Bibliografia
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Typ dokumentu
Bibliografia
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