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

DOI10.1007/BF01581094zbMath0785.90086OpenAlexW1994654315MaRDI QIDQ1802958

Fabio Schoen, Bruno Betrò

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

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)

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