Two-phase generalized reduced gradient method for constrained global optimization.
El Mouatasim, Abdelkrim (2010)
Journal of Applied Mathematics
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El Mouatasim, Abdelkrim (2010)
Journal of Applied Mathematics
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Abdelkrim El Mouatasim, Rachid Ellaia, José Souza de Cursi (2006)
International Journal of Applied Mathematics and Computer Science
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We consider the global optimization of a nonsmooth (nondifferentiable) nonconvex real function. We introduce a variable metric descent method adapted to nonsmooth situations, which is modified by the incorporation of suitable random perturbations. Convergence to a global minimum is established and a simple method for the generation of suitable perturbations is introduced. An algorithm is proposed and numerical results are presented, showing that the method is computationally effective...
Wan, Zhong (2004)
JIPAM. Journal of Inequalities in Pure & Applied Mathematics [electronic only]
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Nguyen Buong, Nguyen Dinh Duong (2011)
Fixed Point Theory and Applications [electronic only]
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Chai, Xinkuan, Li, Bo, Song, Yisheng (2010)
Fixed Point Theory and Applications [electronic only]
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Melendez, Yolanda (1994)
Portugaliae Mathematica
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Paulo J.S. Silva, Carlos Humes (2007)
RAIRO - Operations Research
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We present an inexact interior point proximal method to solve linearly constrained convex problems. In fact, we derive a primal-dual algorithm to solve the KKT conditions of the optimization problem using a modified version of the rescaled proximal method. We also present a pure primal method. The proposed proximal method has as distinctive feature the possibility of allowing inexact inner steps even for Linear Programming. This is achieved by using an error criterion that ...
Ahmed Roubi (2002)
RAIRO - Operations Research - Recherche Opérationnelle
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We analyze the convergence of the prox-regularization algorithms introduced in [1], to solve generalized fractional programs, without assuming that the optimal solutions set of the considered problem is nonempty, and since the objective functions are variable with respect to the iterations in the auxiliary problems generated by Dinkelbach-type algorithms DT1 and DT2, we consider that the regularizing parameter is also variable. On the other hand we study the convergence when the iterates...
Suantai, Suthep, Sanhan, Winate (2002)
International Journal of Mathematics and Mathematical Sciences
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Yuan, Gonglin, Meng, Shide, Wei, Zengxin (2009)
Advances in Operations Research
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