Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
نویسندگان
چکیده
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.
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ورودعنوان ژورنال:
- Applied Mathematics and Computer Science
دوره 21 شماره
صفحات -
تاریخ انتشار 2011