Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
نویسندگان
چکیده
منابع مشابه
Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
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 propos...
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ژورنال
عنوان ژورنال: International Journal of Applied Mathematics and Computer Science
سال: 2011
ISSN: 1641-876X
DOI: 10.2478/v10006-011-0024-z