Reduced Gradient Method and its Generalization via Stochastic Perturbation

نویسنده

  • Abdelkrim El Mouatasim
چکیده

In this paper, the global optimization of a nonconvex objective function under linear and nonlinear differentiable constraints is studied, a reduced gradient and GRG descent methods with random perturbation is proposed and it is desired to establish the global convergence of the algorithm. Some numerical examples are also given by the problems of statistical, octagon, mixture, alkylation and pooling.

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تاریخ انتشار 2008