A stochastic technique for global optimization (Q806680): Difference between revisions

The paper discusses the (random) multistart algorithm for solving global optimization problems. Sequential stepping rules are developed in a Bayesian nonparametric framework. The approach is illustrated by solving a number of randomly generated test problems.

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Mathematics Subject Classification ID

90C30

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random multistart algorithm

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global optimization

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Sequential stepping rules

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reviewed by

János D. Pintér

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/0898-1221(91)90167-3

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Sequential stopping rules for the multistart algorithm in global optimisation

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Statistical decision theory. Foundations, concepts, and methods

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Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization

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A Bayesian analysis of some nonparametric problems

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Tailfree and neutral random probabilities and their posterior distributions

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Bayesian nonparametric estimation based on censored data

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Bayesian stopping rules for multistart global optimization methods

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Bayesian testing of nonparametric hypotheses and its application to global optimization

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Shepard's Method of "Metric Interpolation" to Bivariate and Multivariate Interpolation

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Sitelinks

Mathematics(1 entry)

mardi Publication:806680

@@ Property / full work available at URL @@
+https://doi.org/10.1016/0898-1221(91)90167-3
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+W2042817760
@@ Property / OpenAlex ID: W2042817760 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3824107
@@ Property / cites work: Q3824107 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential stopping rules for the multistart algorithm in global optimisation
+Normal rank
@@ Property / cites work @@
+Statistical decision theory. Foundations, concepts, and methods
+Normal rank
@@ Property / cites work @@
+Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
+Normal rank
@@ Property / cites work @@
+A Bayesian analysis of some nonparametric problems
+Normal rank
@@ Property / cites work @@
+Tailfree and neutral random probabilities and their posterior distributions
+Normal rank
@@ Property / cites work @@
+Bayesian nonparametric estimation based on censored data
+Normal rank
@@ Property / cites work @@
+Bayesian stopping rules for multistart global optimization methods
+Normal rank
@@ Property / cites work @@
+Bayesian testing of nonparametric hypotheses and its application to global optimization
+Normal rank
@@ Property / cites work @@
+Shepard's Method of "Metric Interpolation" to Bivariate and Multivariate Interpolation
+Normal rank