RPCGB Method for Large-Scale Global Optimization Problems

• Published in: Axioms Vol. 12; no. 6; p. 603
• Main Authors: Ettahiri, Abderrahmane, El Mouatasim, Abdelkrim
• Format: Journal Article
• Language: English
• Published: Basel MDPI AG 01.06.2023
• Subjects: Algorithms; Approximation; bisection algorithm; conditional gradient method; Convex analysis; Cost function; Global optimization; large-scale problem; Linear programming; Mathematical optimization; Methods; non-convex optimization; Optimization techniques; Perturbation; random perturbation; Random variables; Signal processing; Stochastic processes; Morocco

In this paper, we propose a new approach for optimizing a large-scale non-convex differentiable function subject to linear equality constraints. The proposed method, RPCGB (random perturbation of the conditional gradient method with bisection algorithm), computes a search direction by the conditiona...