Function Optimization Computer Subroutine Variable Metric Method

2002 ◽  
Keyword(s):  
Function Optimization ◽  
Variable Metric ◽  
Variable Metric Method

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

2011 ◽  
Vol 21 (2) ◽  
pp. 317-329 ◽  
Author(s):  
Abdelkrim El Mouatasim ◽  
Rachid Ellaia ◽  
Eduardo de Cursi
Keyword(s):  
Nonconvex Optimization ◽  
Optimization Problems ◽  
Random Perturbation ◽  
Linear Constraints ◽  
Nonconvex Optimization Problems ◽  
Variable Metric ◽  
Lipschitz Continuous ◽  
Nonsmooth Nonconvex Optimization ◽  
Variable Metric Method ◽  
Set Of Points

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