Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
Abdelkrim El Mouatasim, Rachid Ellaia, Eduardo Souza de Cursi · International Journal of Applied Mathematics and Computer Science · 2011
Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints We 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.