A stochastic technique for global optimization

DOI10.1016/0898-1221(91)90167-3MaRDI QIDQ806680zbMATH OpenOpenAlexFDO

Authors Bruno Betrò, Fabio Schoen

Publication date 1991

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(91)90167-3

zbMATH Keywords

global optimizationrandom multistart algorithmSequential stepping rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Nonlinear programming (90C30)

Review text

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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Cites work

• A Bayesian analysis of some nonparametric problems
• Bayesian nonparametric estimation based on censored data
• Bayesian stopping rules for multistart global optimization methods
• Bayesian testing of nonparametric hypotheses and its application to global optimization
• scientific article; zbMATH DE number 4099040 (Why is no real title available?)
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Sequential stopping rules for the multistart algorithm in global optimisation
• Shepard's Method of "Metric Interpolation" to Bivariate and Multivariate Interpolation
• Statistical decision theory. Foundations, concepts, and methods
• Tailfree and neutral random probabilities and their posterior distributions

Cited in

(15)

• A branch and bound method for stochastic global optimization
• A stochastic level-value estimation method for global optimization
• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• Multistart with early termination of descents
• A wide class of test functions for global optimization
• Multistart method with estimation scheme for global satisfycing problems
• A global optimization method using a random walk on a topological map and local variational inversions
• scientific article; zbMATH DE number 3912117 (Why is no real title available?)
• scientific article; zbMATH DE number 3924519 (Why is no real title available?)
• scientific article; zbMATH DE number 4099040 (Why is no real title available?)
• scientific article; zbMATH DE number 874725 (Why is no real title available?)
• A Global Search Method for Discrete Stochastic Optimization
• Fast stochastic global optimization
• Multistart global optimization with tunnelling and an evolutionary strategy supervised by a martingale

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