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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2007, Volume 47, Number 3, Pages 397–413
(Mi zvmmf313)
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This article is cited in 21 scientific papers (total in 21 papers)
Local search in problems with nonconvex constraints
T. V. Gruzdeva, A. S. Strekalovskii Institute of System Dynamics and Control Theory, Siberian Division, Russian Academy of Sciences, ul. Lermontova 134, Irkutsk, 664033, Russia
Abstract:
Nonconvex optimization problems with an inequality constraint given by the difference of two convex functions (by a d.c. function) are considered. Two methods for finding local solutions to this problem are proposed that combine the solution of partially linearized problems and descent to a level surface of the d.c. function. The convergence of the methods is analyzed, and stopping criterions are proposed. The methods are compared by testing them in a numerical experiment.
Key words:
difference of two convex functions, local search, linearized problem, level surface, critical point.
Received: 07.08.2006
Citation:
T. V. Gruzdeva, A. S. Strekalovskii, “Local search in problems with nonconvex constraints”, Zh. Vychisl. Mat. Mat. Fiz., 47:3 (2007), 397–413; Comput. Math. Math. Phys., 47:3 (2007), 381–396
Linking options:
https://www.mathnet.ru/eng/zvmmf313 https://www.mathnet.ru/eng/zvmmf/v47/i3/p397
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Abstract page: | 430 | Full-text PDF : | 173 | References: | 67 | First page: | 1 |
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