Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
From MaRDI portal
Publication:1802958
DOI10.1007/BF01581094zbMath0785.90086OpenAlexW1994654315MaRDI QIDQ1802958
Publication date: 29 June 1993
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01581094
Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08)
Related Items
Bayesian stopping rules for greedy randomized procedures, Stopping rules for box-constrained stochastic global optimization, Stochastic optimization with adaptive restart: a framework for integrated local and global learning, On a new stochastic global optimization algorithm based on censored observations, A stochastic technique for global optimization
Cites Work
- Unnamed Item
- Unnamed Item
- A stochastic technique for global optimization
- Statistical decision theory. Foundations, concepts, and methods
- Bayesian stopping rules for multistart global optimization methods
- Sequential stopping rules for the multistart algorithm in global optimisation
- A statistical estimate of the structure of multi-extremal problems
- Stopping eules for the multistart method when different local minima have different function values