Sequential stopping rules for the multistart algorithm in global optimisation

DOI10.1007/BF02592015zbMath0635.90075OpenAlexW1971589677MaRDI QIDQ3775340

Bruno Betrò, Fabio Schoen

Publication date: 1987

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02592015

zbMATH Keywords

global optimizationMonte Carlo methodsequential stoppingBayesian non-parametric statisticsk-step look-aheadMultistart algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (14)

On the role of continuously differentiable exact penalty functions in constrained global optimization ⋮ Multistart method with estimation scheme for global satisfycing problems ⋮ Global optimization on convex sets ⋮ Parallel genetic algorithms with local search ⋮ Global optimization with a limited solution time ⋮ Bayesian stopping rules for greedy randomized procedures ⋮ Bayesian methods in global optimization ⋮ Stochastic techniques for global optimization: A survey of recent advances ⋮ Stopping and restarting strategy for stochastic sequential search in global optimization ⋮ Stopping eules for the multistart method when different local minima have different function values ⋮ Stochastic optimization with adaptive restart: a framework for integrated local and global learning ⋮ Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization ⋮ On a new stochastic global optimization algorithm based on censored observations ⋮ A stochastic technique for global optimization

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• A Bayesian analysis of some nonparametric problems
• Bayesian stopping rules for multistart global optimization methods
• Bayesian nonparametrie inference and monte carlo optimization
• A statistical estimate of the structure of multi-extremal problems

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