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Numerical methods and programming, 2011, Volume 12, Issue 4, Pages 384–396
(Mi vmp207)
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This article is cited in 1 scientific paper (total in 1 paper)
Вычислительные методы и приложения
Nonsmooth minimization problems for the difference of two convex functions
T. V. Gruzdeva, A. S. Strekalovskii, A. V. Orlov, O. V. Druzinina Institute of System Dynamics and Control Theory, Siberian Branch of the Russian Academy of Sciences, Irkutsk
Abstract:
The global search theory in nonsmooth d.c. minimization problems
(the goal function is represented as the difference of two convex functions)
is generalized to the nondifferentiable case. Several algorithms of local
and global search in problems with nonsmooth goal functions are proposed and
their convergence is studied. The proposed algorithms are numerically tested.
Keywords:
nonconvex optimization; d.c. function; nonsmooth problems; local search; global search strategy; convergence theorems; numerical simulation.
Citation:
T. V. Gruzdeva, A. S. Strekalovskii, A. V. Orlov, O. V. Druzinina, “Nonsmooth minimization problems for the difference of two convex functions”, Num. Meth. Prog., 12:4 (2011), 384–396
Linking options:
https://www.mathnet.ru/eng/vmp207 https://www.mathnet.ru/eng/vmp/v12/i4/p384
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Abstract page: | 179 | Full-text PDF : | 124 |
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