An effective optimization algorithm for locally nonconvex Lipschitz functions based on mollifier subgradients

zbMATH Open1234.90014MaRDI QIDQ648482FDOQ648482

Rohollah Yousefpour, Nezam Mahdavi-Amiri

Publication date: 22 November 2011

Published in: Bulletin of the Iranian Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

Monte-Carlo methodClarke generalized gradientdynamic algorithmlocally nonconvex Lipschitz functionmollifier subgradient

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

Uses Software

• Matlab

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