RUS  ENG
Full version
JOURNALS // Numerical methods and programming // Archive

Num. Meth. Prog., 2011 Volume 12, Issue 4, Pages 384–396 (Mi vmp207)

This article is cited 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.

UDC: 519.853.4



© Steklov Math. Inst. of RAS, 2024