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

• Autorzy: Abdelkrim El Mouatasim , Rachid Ellaia , Eduardo Souza de Cursi
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

global optimization; linear constraints; variable metric method; stochastic perturbation; nonsmooth optimization

• Wydawca: University of Zielona Gora Press
• Czasopismo: International Journal of Applied Mathematics and Computer Science
• Rocznik: 2011
• Tom: 21
• Numer: 2
• Strony: 317-329

Daty

wydano

2011

otrzymano

2010-02-09

poprawiono

2010-11-06

Twórcy

autor

Abdelkrim El Mouatasim

• Department of Mathematics, Faculty of Science, Jazan University, P.B. 2097, Jazan, Saudi Arabia
• Laboratory of Study and Research in Applied Mathematics, Mohammadia School of Engineers, Mohammed V Agdal University, Ab Ibn sina, BP 765, Agdal, Rabat, Morocco

autor

Rachid Ellaia

• Laboratory of Study and Research in Applied Mathematics, Mohammadia School of Engineers, Mohammed V Agdal University, Ab Ibn sina, BP 765, Agdal, Rabat, Morocco

autor

Eduardo Souza de Cursi

• National Institute for Applied Sciences, Rouen, Avenue de l'Université BP 8, Saint-Etienne du Rouvray, France

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Identyfikatory

DOI

10.2478/v10006-011-0024-z