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

DOI10.1007/BF01581094zbMATH Open0785.90086OpenAlexW1994654315MaRDI QIDQ1802958FDOQ1802958

Authors: Bruno Betrò, Fabio Schoen 

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

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zbMATH Keywords

global optimizationstopping rulesmultistart algorithm

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Statistical decision theory. Foundations, concepts, and methods
• Title not available (Why is that?)
• Bayesian stopping rules for multistart global optimization methods
• A statistical estimate of the structure of multi-extremal problems
• Sequential stopping rules for the multistart algorithm in global optimisation
• A stochastic technique for global optimization
• Stopping eules for the multistart method when different local minima have different function values

Cited In (9)

• Bayesian stopping rules for greedy randomized procedures
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• The application of a unified Bayesian stopping criterion in competing parallel algorithms for global optimization
• Sequential stopping rules for the multistart algorithm in global optimisation
• On a new stochastic global optimization algorithm based on censored observations
• Stopping Rules for a Random Optimization Method
• Stopping rules for box-constrained stochastic global optimization
• Bayesian stopping rules for multistart global optimization methods
• A stochastic technique for global optimization

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