Local search in problems with nonconvex constraints
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 3, pp. 397-413
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Nonconvex optimization problems with an inequality constraint given by the difference of two convex functions (by a d.c. function) are considered. Two methods for finding local solutions to this problem are proposed that combine the solution of partially linearized problems and descent to a level surface of the d.c. function. The convergence of the methods is analyzed, and stopping criterions are proposed. The methods are compared by testing them in a numerical experiment.
@article{ZVMMF_2007_47_3_a3,
author = {T. V. Gruzdeva and A. S. Strekalovskii},
title = {Local search in problems with nonconvex constraints},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {397--413},
publisher = {mathdoc},
volume = {47},
number = {3},
year = {2007},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_3_a3/}
}
TY - JOUR AU - T. V. Gruzdeva AU - A. S. Strekalovskii TI - Local search in problems with nonconvex constraints JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki PY - 2007 SP - 397 EP - 413 VL - 47 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_3_a3/ LA - ru ID - ZVMMF_2007_47_3_a3 ER -
T. V. Gruzdeva; A. S. Strekalovskii. Local search in problems with nonconvex constraints. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 47 (2007) no. 3, pp. 397-413. http://geodesic.mathdoc.fr/item/ZVMMF_2007_47_3_a3/