Počet záznamů: 1
Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization
- 1.0404513 - UIVT-O 20010150 RIV US eng J - Článek v odborném periodiku
Vlček, Jan - Lukšan, Ladislav
Globally Convergent Variable Metric Method for Nonconvex Nondifferentiable Unconstrained Minimization.
Journal of Optimization Theory and Applications. Roč. 111, č. 2 (2001), s. 407-430. ISSN 0022-3239. E-ISSN 1573-2878
Grant CEP: GA ČR GA201/00/0080
Výzkumný záměr: AV0Z1030915
Klíčová slova: nonsmooth minimization * nonconvex minimization * numerical methods * variable metric methods * global convergence
Kód oboru RIV: BB - Aplikovaná statistika, operační výzkum
Impakt faktor: 0.568, rok: 2001
A special variable metric method is given for finding the stationary points of locally Lipschitz continuous functions which are not necessarily convex or differentiable. time consumping quadratic programming subproblems do not need to be solved. Global convergence of the method is established. Some encouraging numerical experience is reported.
Trvalý link: http://hdl.handle.net/11104/0124763
Počet záznamů: 1