Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation (Q1751057)
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| Language | Label | Description | Also known as |
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| English | Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation |
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Implementation of reduced gradient with bisection algorithms for non-convex optimization problem via stochastic perturbation (English)
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23 May 2018
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For minimizing a non-convex smooth function subject to linear equality constraints and non-negativity bounds, the author proposes an implemantation of the SPRGB method (stochastic perturbation of reduced gradient and bisection). Statements related to global convergence of the algorithm are presented as well as numerical results of large-scale problems.
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large-scale problem
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linear constraints
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non-convex optimization
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reduced gradient algorithm
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bisection algorithm
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stochastic perturbation
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